Access Statistics for Wolfgang Karl Härdle

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Machine Learning Based Regulatory Risk Index for Cryptocurrencies 0 0 2 40 2 7 15 57
A New Generation of a Statistical Computing Environment on the Net 0 0 0 3 0 3 6 91
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 93 0 0 4 323
A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models 0 0 0 0 0 3 3 104
A bootstrap test for positive definiteness of income effect matrices 0 0 0 3 0 3 4 26
A bootstrap test for single index models 0 0 0 64 0 2 3 278
A confidence corridor for expectile functions 0 0 1 39 0 3 8 213
A confidence corridor for sparse longitudinal data curves 0 0 0 47 0 3 8 215
A consistent nonparametric test for causality in quantile 0 0 0 161 1 2 10 408
A data-driven P-spline smoother and the P-Spline-GARCH models 1 1 2 31 1 5 13 41
A dynamic semiparametric factor model for implied volatility string dynamics 0 0 1 354 2 7 11 882
A financial risk meter for China 0 0 0 21 0 9 13 41
A first econometric analysis of the CRIX family 0 0 0 32 1 9 14 139
A generalized ARFIMA process with Markov-switching fractional differencing parameter 1 1 1 150 2 3 6 431
A joint analysis of the KOSPI 200 option and ODAX option markets dynamics 0 0 0 47 0 1 2 248
A microeconomic explanation of the EPK paradox 0 0 0 34 4 8 10 241
A mortality model for multi-populations: A semi-parametric approach 0 0 0 23 0 3 11 41
A simultaneous confidence corridor for varying coefficient regression with sparse functional data 0 0 0 33 0 2 5 103
A time-varying network for cryptocurrencies 0 0 0 19 1 4 7 29
Academic ranking scales in economics: Prediction and imputation 0 0 0 52 0 9 12 90
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 0 3 8 56
Adaptive estimation for a time inhomogeneous stochastic-volatility model 0 0 0 35 0 2 2 166
Adaptive interest rate modelling 0 0 0 88 0 4 8 175
Adaptive order flow forecasting with multiplicative error models 0 0 0 100 3 10 14 120
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 47 1 5 7 234
Adaptive weights clustering of research papers 0 0 0 15 0 0 2 30
Additive Nonparametric Regression on Principal Components 0 0 0 36 2 5 5 175
An Analysis of Transformations for Additive Nonparanetric Regression 0 0 0 27 0 4 5 226
An application of principal component analysis on multivariate time-stationary spatio-temporal data 0 0 0 92 1 3 9 275
An empirical likelihood goodness-of-fit test for time series 0 0 0 97 0 6 6 530
An extended single index model with missing response at random 0 0 0 45 0 4 10 114
An introduction to simulation of risk processes 0 0 2 50 2 3 8 220
Analysis of deviance in generalized partial linear models 0 0 0 41 0 2 4 85
Antisocial Online Behavior Detection Using Deep Learning 0 0 0 4 0 5 8 40
Applied Nonparametric Methods 0 1 5 1,186 1 4 14 2,460
Applied nonparametric smoothing techniques 0 0 0 421 1 1 2 1,173
Asymptotic normality of parametric part in partial linear heteroscedastic regression models 0 0 0 8 0 5 8 199
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay 0 0 0 0 0 3 5 186
Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models 0 0 0 4 0 5 6 122
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION 0 0 0 0 0 3 7 369
Backtesting beyond VaR 0 0 0 117 0 2 3 399
Bandwith choice for average derivative estimation 0 0 0 21 0 3 7 32
Bandwith choice for density derivatives 0 0 0 0 0 4 6 23
Bayesian Networks and sex-related homicides 0 0 0 38 0 2 7 133
Beta-boosted ensemble for big credit scoring data 0 0 0 47 1 4 6 53
Better Bootstrap Confidence Intervals for Curve Estimation 0 0 0 18 0 2 2 162
Better Bootstrap Confidence Intervals for Regression Curve Estimation 0 0 0 1 0 2 5 385
Biased crossvalidation for a kernel regression estimator and its derivatives 0 0 0 0 0 4 5 29
Blockchain mechanism and distributional characteristics of cryptos 0 0 0 9 0 6 11 39
Bootstarp Methods in Nonparametric Regression 0 0 0 0 0 2 8 436
Bootstrap Inference in Semiparametric Generalized Additive Models 0 0 0 304 0 5 10 1,047
Bootstrap approximations in a partially linear regression model 0 0 0 1 0 2 4 159
Bootstrap confidence bands 0 0 0 5 0 5 5 33
Bootstrap methods in nonparametric regression 0 0 0 29 0 2 5 71
Bootstrap simultaneous error for nonparametric regression 0 0 0 1 0 1 4 18
CDO and HAC 0 0 0 33 1 2 7 162
CDO pricing with copulae 0 0 0 143 1 2 4 283
CDO surfaces dynamics 0 0 0 26 2 4 4 85
COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron 0 0 0 0 0 2 2 73
CRIX an Index for cryptocurrencies 1 1 2 25 6 15 34 83
CRIX or evaluating blockchain based currencies 0 0 0 50 0 3 8 162
CRIX or evaluating blockchain based currencies 0 0 0 87 0 2 5 284
Calibrating CAT bonds for Mexican earthquakes 0 0 1 166 1 3 7 556
Calibration design of implied volatility surfaces 0 0 0 234 2 2 5 481
Calibration risk for exotic options 0 0 0 392 0 5 5 1,063
Change point and trend analyses of annual expectile curves of tropical storms 0 0 0 11 1 7 11 78
Color harmonization in car manufacturing process 0 0 0 174 0 2 3 1,919
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 1 3 4 22
Common factors governing VDAX movements and the maximum loss 0 0 0 80 0 4 11 375
Common factors in credit defaults swaps markets 0 0 0 66 0 4 9 131
Common functional implied volatility analysis 0 0 0 170 1 1 4 515
Common functional principal components 0 0 1 279 0 3 10 730
Comparing nonparametric versus parametric regression fits 0 0 0 2 0 4 11 863
Component analysis for additive models 0 0 0 6 0 0 5 104
Composite quantile regression for the single-index model 0 0 0 149 0 4 7 462
Computational Statistics (Journal) 0 0 0 25 0 2 4 131
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security 0 0 0 6 0 4 6 89
Computational statistics and data visualization 0 0 0 125 0 0 2 361
Computerassisted Semiparametric Generalized Linear Models 0 0 0 12 1 2 2 164
Confidence corridors for multivariate generalized quantile regression 0 0 0 27 1 9 14 73
Connected teaching of statistics 0 0 0 0 1 5 9 137
Constrained Kelly portfolios under alpha-stable laws 0 0 0 1 1 9 16 21
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 0 3 5 1,020
Cooling Measures and Housing Wealth: Evidence from Singapore 0 0 0 0 1 7 11 20
Copula dynamics in CDOs 0 0 1 19 1 8 11 78
Copula-based factor model for credit risk analysis 0 0 0 49 2 4 11 151
Credit rating score analysis 0 0 0 15 0 1 4 55
Credit risk calibration based on CDS spreads 0 0 0 43 0 4 12 123
Cross section Engel Curves over Time 0 0 0 29 0 1 4 132
DAI Digital Art Index: a robust price index for heterogeneous digital assets 0 0 0 18 1 9 22 50
DPLS in XploRe: A PLS approach to dynamic path models 0 0 0 36 0 1 2 172
DSFM fitting of implied volatility surfaces 0 0 0 168 0 5 6 521
Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition 0 0 0 25 2 9 12 31
Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid 0 0 0 8 0 5 13 43
Data Science & Digital Society 0 0 0 30 0 3 8 84
De copulis non est disputandum - Copulae: An overview 0 0 0 80 1 10 14 170
Default risk calculation based on predictor selection for the Southeast Asian industry 0 0 0 56 0 5 10 137
Derivative estimation and testing in generalized additive models 0 0 1 4 1 2 7 32
Difference based ridge and Liu type estimators in semiparametric regression models 0 0 0 55 0 3 8 206
Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates 0 0 0 0 0 4 11 579
Direct estimation of low dimensional components in additive models 0 0 0 11 0 0 2 182
Discussion 0 0 0 2 0 3 11 116
Distillation of news flow into analysis of stock reactions 0 0 0 30 0 3 7 145
Do maternal health problems influence child's worrying status? Evidence from British cohort study 0 0 0 9 0 6 10 57
Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression 0 0 0 19 0 10 15 290
Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries 0 0 0 58 1 4 7 137
Dynamic Network Perspective of Cryptocurrencies 0 0 0 5 1 3 6 23
Dynamic activity analysis model based win-win development forecasting under the environmental regulation in China 0 0 0 28 1 10 16 117
Dynamic credit default swaps curves in a network topology 0 0 0 24 0 4 7 55
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 67 2 4 9 550
Dynamic semi-parametric factor model for functional expectiles 0 0 1 23 1 2 4 70
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 68 0 4 8 263
Dynamic topic modelling for cryptocurrency community forums 0 0 0 80 1 4 9 196
Dynamic valuation of weather derivatives under default risk 0 0 0 39 0 8 13 107
Dynamics of state price densities 0 0 0 126 0 2 5 337
E-learning / e-teaching of statistics: Students' and teachers' views 0 0 0 1 0 6 8 50
E-learning statistics: A selective review 0 0 0 404 0 4 8 1,885
E-learning, e-teaching of statistics: A new challenge 0 0 0 7 0 3 4 62
Efficient estimation in single-index regression 0 0 0 9 0 4 5 149
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study 0 0 0 1 0 9 10 39
Empirical pricing kernels and investor preferences 0 0 0 114 0 3 6 328
Estimating low sampling frequency risk measure by high-frequency data 0 0 0 1 1 4 8 25
Estimating probabilities of default with support vector machines 0 1 1 109 1 4 10 281
Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk 0 0 0 11 0 8 11 44
Estimation and Variable Selection in Additive Nonparametric Regression Models 0 0 0 28 0 4 7 123
Estimation and determinants of Chinese banks' total factor efficiency: A new vsion based on unbalanced development of Chinese banks and their overall risk 0 0 0 42 0 2 9 114
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 98 1 7 9 349
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 5 2 12 14 56
Estimation in an additive model when the components are linked parametrically 0 0 0 4 2 10 14 125
Estimation of Additive Regression Models with Links 0 0 0 3 1 3 5 102
Estimation of NAIRU with inflation expectation data 0 0 0 49 2 9 9 111
Estimation of default probabilities with Support Vector Machines 0 0 2 170 0 3 7 493
Expectile treatment effects: An efficient alternative to compute the distribution of treatment effects 0 0 0 89 0 2 5 205
Exploratory graphics of a financial dataset 0 0 0 143 0 1 8 424
Exploring credit data 0 0 0 11 0 8 10 45
FFT based option pricing 0 0 0 233 1 6 11 542
FRM Financial Risk Meter 1 1 1 11 2 10 12 63
FRM Financial Risk Meter for Emerging Markets 0 0 0 20 2 11 19 56
FRM: A financial risk meter based on penalizing tail events occurrence 0 0 1 55 3 7 10 119
Factorisable Multitask Quantile Regression 0 0 0 20 1 8 10 29
Factorisable multi-task quantile regression 0 0 0 25 0 8 10 77
Factorisable sparse tail event curves 0 0 0 18 2 11 13 69
Factorisable sparse tail event curves with expectiles 0 0 0 9 0 3 10 49
Fast and Simple Scatterplot Smoothing 0 0 0 27 1 3 3 166
Financial Risk Meter based on expectiles 1 1 1 28 1 3 5 51
Financial calculations on the net 0 0 0 2 0 3 5 112
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 0 2 7 170
Flexible time series analysis 0 0 0 24 0 2 4 125
Forecast based pricing of weather derivatives 0 0 0 73 1 2 8 190
Forecasting corporate distress in the Asian and Pacific region 0 0 0 47 1 12 13 88
Forecasting in Blockchain-based Local Energy Markets 0 1 1 4 0 8 14 38
Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics 0 0 0 59 1 2 13 93
Forecasting the term structure of variance swaps 0 0 1 521 1 3 10 1,540
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 1 3 450
Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks 0 0 3 9 2 4 12 52
Forex exchange rate forecasting using deep recurrent neural networks 0 0 0 21 0 16 20 61
From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples 0 0 0 15 2 6 7 122
Functional data analysis of generalized quantile regressions 0 0 0 103 1 2 4 237
Functional principal component analysis for derivatives of multivariate curves 0 1 2 37 2 5 11 80
GHICA: Risk analysis with GH distributions and independent components 0 0 0 94 0 2 3 312
Generalized single-index models: The EFM approach 0 0 0 67 0 3 6 226
Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin 0 0 0 0 0 1 4 166
GitHub API based QuantNet Mining infrastructure in R 0 0 0 27 0 1 6 163
Graphical data representation in bankruptcy analysis 0 0 0 181 0 3 4 719
Group Average Treatment Effects for Observational Studies 0 0 1 6 1 11 20 50
HMM in dynamic HAC models 0 0 0 38 1 9 17 145
Hedging Cryptocurrency Options 0 0 2 11 3 8 16 28
Hedging Cryptocurrency Options 0 0 0 10 0 3 24 53
Hedging cryptocurrency options 0 0 0 9 2 13 303 412
Hedging cryptos with Bitcoin futures 0 0 2 52 2 16 56 145
High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model 0 0 0 30 0 2 8 131
High-dimensional statistical learning techniques for time-varying limit order book networks 0 0 0 20 1 5 7 22
How Sensitive are Average Derivatives? 0 0 0 0 0 4 7 281
How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood? 0 0 0 4 1 5 7 15
How computational statistics became the backbone of modern data science 0 0 1 250 0 5 8 379
How many terms should be added into an additive model ? 0 0 0 0 0 2 6 220
How precise are price distributions predicted by implied binomial trees? 0 0 0 80 0 4 6 298
How to Measure a Performance of a Collaborative Research Centre 0 0 0 0 1 10 15 25
How to measure a performance of a Collaborative Research Centre 0 0 1 33 1 3 10 76
Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie 0 0 1 14 0 7 8 55
Implied basket correlation dynamics 0 0 0 70 1 2 7 215
Implied market price of weather risk 0 0 0 129 0 3 8 357
Implied volatility string dynamics 0 0 1 29 1 5 14 125
Improving Crime Count Forecasts Using Twitter and Taxi Data 0 0 0 2 1 6 10 24
Increasing weather risk: Fact of fiction? 0 0 0 10 0 8 11 68
Independent component analysis via copula techniques 0 0 0 201 0 2 7 503
Industry Interdependency Dynamics in a Network Context 0 0 0 29 4 6 9 67
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 0 6 8 49
Influencers and Communities in Social Networks 0 0 0 20 0 7 11 72
Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns 0 0 1 1 0 11 20 31
Inhomogeneous dependency modelling with time varying copulae 0 0 0 143 0 2 6 429
Integrable e-lements for statistics education 0 0 0 8 0 3 5 231
Internet based econometric computing 0 0 0 1 0 6 9 141
Investing with cryptocurrencies - A liquidity constrained investment approach 0 0 0 83 0 4 4 236
Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies 0 1 1 11 1 5 21 56
Is scientific performance a function of funds? 0 0 0 20 0 6 9 53
Iterated bootstrap with applications to frontier models 0 0 0 164 0 7 10 452
K-expectiles clustering 0 0 0 19 0 4 8 25
Kernel Estimation: the Equivalent Spline Smoothing Method 0 0 0 14 2 5 12 29
Kernel Estimation: the Equivalent Spline-Smoothing Method 0 0 0 82 0 2 3 328
Kernel regression smoothing of time series 0 0 0 28 0 4 8 68
LASSO-Driven Inference in Time and Space 0 0 0 1 0 2 5 28
LASSO-Driven Inference in Time and Space 0 0 0 4 0 4 5 25
Ladislaus von Bortkiewicz: Statistician, economist, and a European intellectual 0 0 0 117 2 8 11 124
Large sample theory in a semiparametric partially linear errors-in-variables models 0 0 0 19 1 6 7 147
Large sample theory of the estimation of the error distribution for a semiparametric model 0 0 0 1 0 5 8 187
Learning machines supporting bankruptcy prediction 0 0 0 89 0 6 9 209
Leveraged ETF options implied volatility paradox: A statistical study 0 0 0 23 1 5 6 91
Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression 0 0 0 30 0 2 6 191
Local adaptive multiplicative error models for high-frequency forecasts 0 0 1 67 1 2 8 170
Local quantile regression 0 0 0 55 2 7 13 167
Localising forward intensities for multiperiod corporate default 0 0 0 51 0 3 8 86
Localising temperature risk 0 1 1 34 0 6 8 116
Localized realized volatility modelling 0 0 0 80 2 13 15 314
Localizing Multivariate CAViaR 0 0 0 3 1 8 31 64
Long memory persistence in the factor of Implied volatility dynamics 0 0 0 102 2 9 13 304
M robustified additive nonparametric regression 0 0 0 3 0 5 6 47
MD*ReX: Linking XploRe to standard spread-sheet applications 0 0 0 36 1 6 7 564
MM*STAT: Eine interaktive Einführung in die Welt der Statistik 0 0 0 80 0 5 6 542
Mean volatility regressions 0 0 0 30 1 4 6 120
Measuring and modeling risk using high-frequency data 0 0 0 142 2 8 11 265
Media-expressed tone, Option Characteristics, and Stock Return Predictability 0 0 0 6 1 10 13 38
Modeling asset prices 0 0 0 46 1 3 7 100
Modeling dependencies in finance using copulae 0 0 0 180 1 7 13 307
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 0 59 0 2 8 174
Multivariate and semiparametric kernel regression 0 0 2 53 1 5 11 549
Multivariate factorisable sparse asymmetric least squares regression 0 0 0 23 1 2 6 44
Network quantile autoregression 0 0 0 63 0 2 5 153
Networks of news and cross-sectional returns 0 0 1 16 0 5 12 37
Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis 0 0 0 75 0 1 8 312
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean 0 0 0 35 1 6 7 365
Nonparametric Estimation of Additive Seperable Regression Models 0 0 0 18 1 3 7 162
Nonparametric Regression 0 0 0 74 0 5 8 227
Nonparametric Time Series Analysis, a selectiv review with examples 0 0 0 28 0 3 6 237
Nonparametric Time Series Model Selection 0 0 0 86 0 1 4 337
Nonparametric Vector Autoregression 0 0 0 76 1 4 8 407
Nonparametric approaches to generalized linear models 0 0 1 15 0 3 5 189
Nonparametric estimation of additive models with homogeneous components 0 0 0 18 1 4 8 111
Nonparametric estimation of risk-neutral densities 0 0 0 106 1 2 14 287
Nonparametric productivity analysis 0 0 0 149 0 4 6 300
Nonparametric risk management with generalized hyperbolic distributions 0 0 0 137 1 5 8 389
Numerics of implied binomial trees 0 0 1 60 1 4 6 195
On Saving, Updating and Dynamic Programming -An Experimental Analysis- 0 0 0 0 0 2 4 94
On adaptive estimation in partial linear models 0 0 0 9 0 3 6 88
On adaptive smoothing in partial linear models 0 0 0 31 0 6 9 300
On an efficient smoothing parameter selector proposed by Hall and Johnstone 0 0 0 0 0 1 3 25
On bootstrapping kernel spectralestimates 0 0 0 0 0 4 6 265
On efficient estimation of an averaged derivative 0 0 0 0 1 5 5 17
On teh inconsistency of bootstrap distribution estimators 0 0 0 0 0 1 4 258
On the appropriateness of inappropriate VaR models 0 0 0 78 1 8 12 251
On the choice of Kernel regression estimators: a discussion 0 0 0 0 0 1 2 32
On the difficulty to design Arabic e-learning system in statistics 0 0 0 82 1 3 5 611
On the utility of e-learning in statistics 0 0 0 59 1 5 5 234
Optimal Median Smoothing 0 0 0 40 0 4 10 388
Optimal smoothing for a computationally and statistically efficient single index estimator 0 0 0 74 1 2 5 156
Optimal smoothing in single index models 0 0 0 0 1 6 11 435
Oracally efficient two-step estimation of generalized additive model 0 0 0 64 0 3 6 133
Partial linear quantile regression and bootstrap confidence bands 0 0 0 128 1 3 9 293
Partially linear models 0 0 3 276 0 5 18 823
Penalized Adaptive Forecasting with Large Information Sets and Structural Changes 0 0 0 0 0 9 10 13
Penalized adaptive method in forecasting with large information set and structure change 0 0 0 31 1 1 5 56
Penalized weigted competing risks models based on quantile regression 0 0 1 27 0 7 11 27
Phenotypic convergence of cryptocurrencies 0 0 1 5 0 1 3 26
Portfolio decisions and brain reactions via the CEAD method 0 0 0 5 0 4 12 69
Portfolio value at risk based on independent components analysis 0 0 0 272 0 1 3 589
Predicting bankruptcy with support vector machines 0 0 1 278 1 2 6 656
Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives 0 0 0 36 0 3 6 138
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 0 15 0 7 17 78
Pricing Green Financial Products 0 0 0 28 0 4 8 78
Pricing kernel modeling 0 0 0 48 0 6 10 198
Pricing of Asian temperature risk 0 0 0 51 0 4 6 145
Principal component analysis in an asymmetric norm 0 0 0 29 0 7 10 143
Principal component analysis in an asymmetric norm 0 0 0 11 0 1 6 81
Prognose mit nichtparametrischen Verfahren 0 0 0 8 0 1 2 90
Prognose mit nichtparametrischen Verfahren 0 0 0 29 1 3 4 155
Q3-D3-LSA 0 1 1 11 0 7 12 43
QuantNet: A database-driven online repository of scientific information 0 0 0 37 0 3 5 351
Quantifizierbarkeit von Risiken auf Finanzmärkten 0 0 0 21 0 0 2 103
Quantile regression in risk calibration 0 0 0 94 3 7 10 278
R robustified additive nonparametric regression 0 0 0 0 1 6 9 57
Rating Companies with Support Vector Machines 0 0 0 208 1 11 18 655
Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns 0 0 0 190 1 3 8 425
Recursive portfolio selection with decision trees 0 0 0 167 3 8 12 465
Regression smoothing parameters that are not far from their optimum 0 0 0 13 0 6 7 47
Regularization Approach for Network Modeling of German Energy Market 0 0 0 0 0 2 3 6
Remarks on sliced inverse regression 0 0 0 1 0 2 3 454
Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies 0 0 0 2 2 11 21 44
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts 0 0 1 2 3 8 17 43
Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns 0 0 0 27 0 6 7 111
Risk related brain regions detected with 3D image FPCA 0 0 0 14 1 2 4 63
Robust Estimation of Dimension Reduction Space 0 0 0 0 0 1 3 5
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 1 1 22
Robust adaptive estimation of dimension reduction space 0 0 0 9 1 7 10 44
Robust econometrics 0 0 0 258 0 3 7 1,108
Robust estimation of dimension reduction space 0 0 0 27 0 3 5 150
Robust locally adaptive nonparametric regression 0 0 0 0 1 5 5 234
Robustifying Markowitz 0 0 0 29 1 6 13 42
Rodeo or ascot: Which hat to wear at the crypto race? 0 0 0 8 1 10 14 36
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM 0 0 0 0 1 2 4 81
SONIC: SOcial Network with Influencers and Communities 0 0 0 3 0 4 8 21
Search of Significant Variables in Nonparametric Additive Regression 0 0 0 10 0 0 0 139
Semi-parametric estimation of generalized partially linear single-index models 0 0 1 45 2 4 8 297
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 91 2 7 9 318
Semiparametric Regression Analysis under Imputation for Missing Response Data 0 0 0 3 0 1 3 24
Semiparametric Single Index Versus Fixed Link Function Modelling 0 0 0 5 0 3 5 69
Semiparametric additive indices for binary response and generalized additive models 0 0 0 2 0 5 9 160
Semiparametric analysis of German East-West migration intentions: Facts and theory 0 0 0 20 1 11 17 392
Semiparametric comparison of regression curves 0 0 0 3 0 9 14 33
Service Data Analytics and Business Intelligence 0 0 0 16 0 1 4 30
Shape invariant modelling pricing kernels and risk aversion 0 0 0 56 1 6 9 161
Simulation of risk processes 0 0 0 27 0 4 10 150
Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function 0 0 0 6 0 4 8 23
Simultaneous confidence corridors and variable selection for generalized additive models 0 0 0 50 1 5 8 98
Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors 0 0 0 23 0 0 3 48
Skewness and Kurtosis Trades 0 0 1 70 0 3 7 288
Smooth principal component analysis for high dimensional data 0 0 0 17 0 3 5 65
Smoothed L-estimation of Regression Function 0 0 0 1 0 1 4 9
Smoothing by weighted averaging of rounded points 0 0 0 0 0 3 11 164
Spatial risk premium on weather derivatives and hedging weather exposure in electricity 0 0 0 39 1 8 13 146
Stable distributions 0 0 1 238 0 12 18 484
State Price Densities implied from weather derivatives 0 0 0 16 2 2 6 84
Statistics e-learning platforms evaluation: Case study 0 0 0 172 0 3 7 449
Statistics of risk aversion 0 0 0 112 0 2 2 569
Stochastic population analysis: A functional data approach 0 0 1 55 0 2 8 98
Stochastic population forecast for Germany and its consequence for the German pension system 0 0 0 110 0 1 3 333
Support vector machines with evolutionary feature selection for default prediction 0 0 0 97 1 5 6 231
Support vector regression based GARCH model with application to forecasting volatility of financial returns 0 0 1 287 1 6 12 715
Surrogate Models for Optimization of Dynamical Systems 0 0 0 16 0 3 12 38
TEDAS - Tail Event Driven ASset Allocation 0 0 0 68 0 4 9 223
TENET: Tail-Event driven NETwork risk 0 0 0 73 4 14 25 415
TERES: Tail event risk expectile based shortfall 0 0 0 52 0 6 11 124
TVICA - time varying independent component analysis and its application to financial data 0 0 1 94 0 7 19 255
Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis 0 0 0 12 1 7 16 50
Tail event driven ASset allocation: Evidence from equity and mutual funds' markets 0 0 0 1 0 0 2 5
Tail event driven networks of SIFIs 0 0 0 54 0 4 9 142
Tail-risk protection: Machine Learning meets modern Econometrics 0 0 0 28 1 8 14 44
Teaching wavelets in XploRe 0 0 0 3 0 2 7 141
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 23 1 4 6 241
Testing monotonicity of pricing Kernels 0 0 0 91 1 2 8 280
Textual Sentiment and Sector specific reaction 0 0 0 0 0 5 8 20
Textual Sentiment, Option Characteristics, and Stock Return Predictability 1 1 3 143 6 23 36 379
Textual Sentiment, Option Characteristics, and Stock Return Predictability 0 0 0 5 3 6 10 49
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 0 82 0 3 12 281
The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International Evidence 0 0 0 19 1 5 8 46
The analysis of implied volatilities 0 0 1 84 0 4 11 407
The bayesian additive classification tree applied to credit risk modelling 0 0 0 198 1 3 4 513
The common and speci fic components of inflation expectation across European countries 0 0 0 14 0 6 9 24
The default risk of firms examined with smooth support vector machines 0 0 0 41 0 4 7 184
The dynamics of hourly electricity prices 0 0 1 106 0 5 11 235
The impact of news on US household inflation expectations 0 0 0 36 0 4 6 71
The influence of oil price shocks on China's macro-economy: A perspective of international trade 1 1 1 77 11 20 24 141
The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends 0 0 0 23 0 3 6 49
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 0 1 2 326 2 9 20 1,403
The stochastic fluctuation of the quantile regression curve 0 0 0 60 1 6 9 360
The three dimensions of multimedia teaching of statistics 0 0 0 7 0 3 9 203
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 0 6 9 93
Time Inhomogeneous Multiple Volatility Modelling 0 0 0 115 1 3 10 264
Time dependent relative risk aversion 0 0 0 99 0 6 8 360
Time series modelling with semiparametric factor dynamics 0 0 1 182 1 2 15 392
Time varying hierarchical archimedean copulae 0 0 0 114 2 4 10 239
Time varying quantile Lasso 0 0 0 40 1 4 8 95
Time-varying Limit Order Book Networks 0 0 1 5 2 10 17 30
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models 0 0 1 1 0 6 8 11
Transactions That Did Not Happen and Their Influence on Prices 0 0 0 173 1 8 16 531
Understanding Cryptocurrencies 0 0 2 37 0 9 16 148
Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective 0 0 0 3 0 7 10 18
Understanding Smart Contracts: Hype or hope? 0 0 1 16 0 3 9 48
Understanding jumps in high frequency digital asset markets 0 0 0 16 0 6 10 38
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression 0 0 1 46 2 13 20 104
Uniform confidence bands for pricing kernels 0 0 0 84 1 2 6 209
Using R, LaTeX and Wiki for an Arabic e-learning platform 0 0 0 100 1 6 9 883
Using Wiki to build an e-learning system in statistics in Arabic language 0 0 0 80 1 11 16 514
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 1 5 329
VCRIX - a volatility index for crypto-currencies 0 0 1 21 3 17 62 292
Value-at-risk and expected shortfall when there is long range dependence 0 0 0 225 1 7 10 641
Value-at-risk calculations with time varying copulae 0 0 0 227 0 2 5 675
Variable selection in Cox regression models with varying coefficients 0 0 0 63 1 3 8 225
Volatility investing with variance swaps 0 0 0 147 0 4 8 332
Wachsende Dispersion und Engel-Kurven 0 0 0 0 0 2 3 142
Wann sind falsche VaR-Modelle dennoch adäquat? 0 0 0 6 1 6 9 44
Working with the XQC 0 0 0 27 0 3 5 164
Yield curve modeling and forecasting using semiparametric factor dynamics 0 0 0 81 2 6 14 228
Yxilon: A client-server based statistical environment 0 0 0 66 1 3 4 363
Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment 0 0 0 12 0 3 6 116
lCARE: Localizing conditional autoregressive expectiles 0 0 0 32 0 5 11 64
Total Working Papers 7 15 82 23,364 244 1,819 3,732 86,706

Journal Article File Downloads Abstract Views
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A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk 0 0 0 2 1 4 6 46
A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS 0 0 1 9 0 1 5 27
A Review of Nonparametric Time Series Analysis 0 1 1 9 2 5 7 37
A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data 0 0 2 10 0 6 11 55
A semiparametric factor model for CDO surfaces dynamics 0 0 0 3 0 3 6 29
A semiparametric factor model for implied volatility surface dynamics 1 2 2 65 2 11 15 152
Adaptive Interest Rate Modelling 0 0 0 2 1 3 6 26
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models 0 0 0 41 1 5 10 193
Adaptive weights clustering of research papers 0 0 0 0 0 3 8 24
An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data 0 0 0 7 2 5 20 61
An Extended Single-index Model with Missing Response at Random 0 0 0 1 1 2 5 24
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models 0 0 0 2 0 2 6 16
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators 0 0 0 38 0 2 3 147
Asymptotic maximal deviation of M-smoothers 0 0 0 75 0 2 3 278
Bayesian networks for sex-related homicides: structure learning and prediction 0 0 0 9 0 1 2 71
Bayesian spatio‐temporal modeling for the inpatient hospital costs of alcohol‐related disorders 0 0 0 10 0 3 8 38
Book reviews 0 0 0 0 0 1 1 44
Book reviews 0 0 0 1 0 1 1 48
Book reviews 0 0 0 3 1 2 2 48
Bootstrap Methods for Time Series 0 0 2 4 3 8 13 33
Bootstrap confidence bands and partial linear quantile regression 0 0 0 5 0 5 10 100
CONFIDENCE BANDS IN QUANTILE REGRESSION 0 0 0 55 0 5 9 157
CRIX an Index for cryptocurrencies 0 0 1 53 3 7 18 427
Calibrating CAT Bonds for Mexican Earthquakes 0 0 0 32 0 6 9 158
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 0 3 10 320
Comment 0 0 0 3 0 3 6 27
Common factors in credit defaults swap markets 0 0 0 2 0 3 9 34
Company rating with support vector machines 0 0 0 16 0 3 14 112
Confidence Corridors for Multivariate Generalized Quantile Regression 0 0 0 1 0 6 9 33
Copula dynamics in CDOs 0 0 0 6 0 1 6 56
Copula-based factor model for credit risk analysis 0 0 1 19 1 5 11 96
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid 0 0 1 3 0 2 11 36
Discrete time option pricing with flexible volatility estimation 0 0 0 483 5 8 13 1,606
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study 0 0 0 2 0 2 10 44
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics 0 0 0 14 1 4 6 58
Dynamic credit default swap curves in a network topology 0 0 0 2 0 1 8 24
Dynamic semi-parametric factor model for functional expectiles 0 0 0 2 2 7 14 40
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 22 0 4 6 166
Dynamic structured copula models 0 0 0 25 0 2 4 69
Efficient estimation in conditional single-index regression 0 0 0 31 0 4 17 131
Empirical Evidence on the Law of Demand 2 2 3 247 7 35 46 1,293
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China 0 0 0 0 0 2 3 17
Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk 0 0 0 1 0 2 7 25
Estimation of Non-sharp Support Boundaries 0 0 0 19 0 2 3 76
FACTORISABLE MULTITASK QUANTILE REGRESSION 0 0 0 3 3 10 11 23
Financial Risk Meter FRM based on Expectiles 0 0 0 5 0 5 9 25
Financial Risk Meter for emerging markets 0 2 2 10 1 5 9 25
Forecasting in Blockchain-Based Local Energy Markets 0 0 0 8 0 4 6 65
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics 1 1 1 2 3 10 17 36
Forecasting volatility with support vector machine-based GARCH model 0 1 16 437 4 14 41 1,090
Forex exchange rate forecasting using deep recurrent neural networks 0 0 1 18 1 9 27 105
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series 0 0 0 7 0 1 7 53
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 1 3 38
How to measure the performance of a Collaborative Research Center 0 0 0 2 0 3 7 28
Integration and backfitting methods in additive models-finite sample properties and comparison 0 0 0 37 0 1 5 128
Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach* 0 1 2 20 0 6 16 85
Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies 0 0 5 12 0 9 35 54
K-expectiles clustering 0 0 0 2 1 8 14 20
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual 0 0 1 2 2 5 9 40
Localized Realized Volatility Modeling 0 0 1 42 0 2 6 155
Localizing Temperature Risk 0 0 0 3 2 4 12 33
Media-expressed tone, option characteristics, and stock return predictability 0 0 2 6 1 8 13 36
Model-driven statistical arbitrage on LETF option markets 0 0 0 1 0 6 8 14
Modelling industry interdependency dynamics in a network context 0 0 0 10 1 5 7 23
Multivariate factorizable expectile regression with application to fMRI data 0 0 0 10 0 3 4 42
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market 1 2 4 140 1 10 14 365
Nonparametric Risk Management With Generalized Hyperbolic Distributions 0 0 0 25 0 3 17 106
Nonparametric and semiparametric approaches to discrete response analysis 0 0 0 99 0 1 4 229
Nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 105 1 8 16 334
On extracting information implied in options 0 0 1 91 0 2 6 217
On the backfitting algorithm for additive regression models 0 0 1 15 2 4 7 44
On the inconsistency of bootstrap distribution estimators 0 0 0 67 0 1 1 180
Oracally Efficient Two-Step Estimation of Generalized Additive Model 0 0 0 9 1 2 3 72
Pricing Cryptocurrency Options* 0 0 2 27 1 3 15 159
Pricing wind power futures 0 0 0 4 0 9 14 39
Random approximations to some measures of accuracy in nonparametric curve estimation 0 0 0 30 1 4 7 102
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle 0 0 0 16 0 3 4 54
Regularization approach for network modeling of German power derivative market 0 0 0 6 1 3 7 23
Resistant Smoothing Using the Fast Fourier Transform 0 0 0 4 1 3 5 22
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies 0 0 1 17 3 15 26 75
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study 0 0 0 4 1 2 8 53
Risk related brain regions detection and individual risk classification with 3D image FPCA 0 0 1 9 3 6 9 25
Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws 0 0 0 17 0 18 28 71
Robust regression function estimation 0 0 0 45 1 6 10 142
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION 0 0 1 13 0 4 7 56
SOME THEORY ON M‐SMOOTHING OF TIME SERIES 0 0 0 1 0 1 2 7
SONIC: SOcial Network analysis with Influencers and Communities 0 0 0 2 4 12 15 33
Semi-parametric estimation of partially linear single-index models 0 1 2 37 2 8 12 208
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient 0 0 0 47 2 5 10 180
Semiparametric Regression Analysis With Missing Response at Random 0 1 1 66 0 6 14 204
Service data analytics and business intelligence 2017 0 0 0 1 0 3 8 23
Shape Invariant Modeling of Pricing Kernels and Risk Aversion 0 0 0 12 2 6 7 55
Simultaneous confidence bands for expectile functions 0 0 0 26 0 2 5 90
Single-Index-Based CoVaR With Very High-Dimensional Covariates 1 1 3 31 1 6 12 108
State price densities implied from weather derivatives 0 0 0 7 0 2 3 54
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection 0 0 0 22 2 7 10 138
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations 0 1 2 45 0 6 16 155
Structural Tests in Additive Regression 0 0 0 12 1 4 5 60
Support Vector Machines: eine neue Methode zum Rating von Unternehmen 0 0 0 101 0 2 5 403
Symmetrized nearest neighbor regression estimates 0 0 0 18 0 2 4 119
TERES: Tail Event Risk Expectile Shortfall 0 2 2 6 1 3 8 14
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets 0 0 0 12 0 6 15 89
Testing a Parametric Model Against a Semiparametric Alternative 0 0 1 28 0 6 10 81
Testing a Regression Model When We Have Smooth Alternatives in Mind 0 0 0 8 0 4 5 40
Testing increasing dispersion 0 0 0 6 0 4 8 56
The Dynamics of Implied Volatilities: A Common Principal Components Approach 0 1 4 473 0 3 15 1,209
The Implied Market Price of Weather Risk 0 0 1 13 1 6 10 110
The common and specific components of inflation expectations across European countries 0 0 0 7 0 5 8 24
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 0 4 9 44
Understanding Cryptocurrencies 1 3 9 195 6 15 51 611
Uniform Confidence Bands for Pricing Kernels 0 0 1 4 0 5 8 55
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 1 4 9 112
VCRIX — A volatility index for crypto-currencies 0 0 0 11 0 9 25 119
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 0 18 1 4 5 74
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies 0 0 0 59 0 8 11 241
Variance swap dynamics 0 0 1 4 1 3 5 22
Web Quantlets for Time Series Analysis 0 0 0 6 2 5 7 103
Total Journal Articles 7 22 83 4,037 96 584 1,208 15,829
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applied Nonparametric Regression 0 0 0 0 5 12 28 379
Total Books 0 0 0 0 5 12 28 379

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Tail-Risk Protection: Machine Learning Meets Modern Econometrics 0 0 0 0 2 14 17 34
Time Dependent Relative Risk Aversion 0 0 0 0 0 3 4 5
Total Chapters 0 0 0 0 2 17 21 39
1 registered items for which data could not be found

Software Item File Downloads Abstract Views
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XploRe 0 0 0 1,010 1 7 13 3,822
Total Software Items 0 0 0 1,010 1 7 13 3,822

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