Personen - MADOC

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Springe zu: 2012 | 2010 | 2009 | 2008 | 2007 | 2004 | 2002 | 2001 | 1998 | 1993 | 1991

Anzahl der Einträge: 16.

2012

Grith, Maria ; Härdle, Wolfgang ; Schienle, Melanie (2012) Nonparametric estimation of risk-neutral densities. Duan, Jin-Chuan Handbook of computational finance Berlin ; Heidelberg 277-305 [Buchkapitel]

2010

Chen, Ying ; Härdle, Wolfgang ; Pigorsch, Uta (2010) Localized realized volatility modeling. Journal of the American Statistical Association : JASA London [u.a.] 105 492 1376-1393 [Zeitschriftenartikel]

2009

Park, Byeong U. ; Mammen, Enno ; Härdle, Wolfgang ; Borak, Szymon (2009) Time Series Modelling With Semiparametric Factor Dynamics. Journal of the American Statistical Association : JASA Alexandria, Va. 104 485 284-298 [Zeitschriftenartikel]

Härdle, Wolfgang ; Hautsch, Nikolaus ; Pigorsch, Uta (2009) Measuring and modeling risk using high-frequency data. Härdle, Wolfgang K. Applied Quantitative Finance Berlin [u.a.] 275-294 [Buchkapitel]

Chen, Ying ; Härdle, Wolfgang ; Pigorsch, Uta (2009) Localized realized volatility modeling. SFB 649 Discussion Paper Berlin 09-003 [Arbeitspapier]

2008

Brüggemann, Ralf ; Härdle, Wolfgang ; Mungo, Julius ; Trenkler, Carsten

(2008) VAR modeling for dynamic loadings driving volatility strings. Journal of Financial Econometrics Oxford 6 3 361-381 [Zeitschriftenartikel]

2007

Borak, Szymon ; Härdle, Wolfgang ; Mammen, Enno ; Park, Byeong U. (2007) Time Series Modelling with Semiparametric Factor Dynamics. SFB 649 Discussion Paper Berlin 023 [Arbeitspapier]

Mammen, Enno ; Fengler, Matthias R. ; Härdle, Wolfgang (2007) A semiparametric factor model for implied volatility surface dynamics. Journal of Financial Econometrics Oxford 5 2 189-218 [Zeitschriftenartikel]

2004

Mammen, Enno ; Härdle, Wolfgang ; Huet, Sylvie ; Sperlich, Stefan (2004) Bootstrap inference in semiparametric generalized additive models. Econometric Theory Cambridge 20 2 265-300 [Zeitschriftenartikel]

2002

Mammen, Enno ; Carroll, Raymond J. ; Härdle, Wolfgang (2002) Estimation in an additive model when the parameters are linked parametrically. Econometric Theory Cambridge 18 4 886 - 912 [Zeitschriftenartikel]

2001

Mammen, Enno ; Härdle, Wolfgang ; Proenca, Isabel (2001) A bootstrap test for single index models. Statistics : a journal of theoretical and applied statistics Abingdon [u.a.] 35 4 427 - 452 [Zeitschriftenartikel]

1998

Mammen, Enno ; Fan, Jianqing ; Härdle, Wolfgang (1998) Direct estimation of low dimensional components in additive models. The Annals of Statistics Cleveland, Ohio [u.a.] 26 3 943-971 [Zeitschriftenartikel]

Mammen, Enno ; Härdle, Wolfgang ; Müller, Marlene (1998) Testing parametric versus semiparametric modelling in generalized linear models. Journal of the American Statistical Association : JASA Alexandia, Va 93 444 1461-1474 [Zeitschriftenartikel]

Härdle, Wolfgang ; Huet, Sylvie ; Mammen, Enno ; Sperlich, Stefan (1998) Semiparametric additive indices for binary response and generalized additive models. Discussion Papers of Interdisciplinary Research Project 373 Berlin 98/95 [Arbeitspapier]

1993

Mammen, Enno ; Härdle, Wolfgang (1993) Comparing non parametric versus parametric regression fits. The Annals of Statistics Cleveland, Ohio 21 4 1926 - 1947 [Zeitschriftenartikel]

1991

Mammen, Enno ; Härdle, Wolfgang (1991) Bootstrap methods in nonparametric regression. Roussas, George G. Nonparametric functional estimation and related topics Dordrecht 111 - 124 [Buchkapitel]

Diese Liste wurde am Sun Dec 22 01:13:59 2024 CET automatisch erstellt.

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