Wolfgang Karl Härdle

欢迎 来到 我 的 网页 ! Welcome to my webpage!

沃夫冈是柏林洪堡大学经济商学院的终身教授, 统计与计量研究所，数据研究中心主任，数字资产研究所主任，以及厦门大学的外籍专家教授。

Me in 2D:

Financial Risk Meter (FRM):

“There is no rain above the clouds”

Motto

Join the Q2 Ecosystem For D.A.D. – Data. Analytics. Dissemination.

 

Data

Analytics

Dissemination

Research

My Erdös Number: 3 (Serfling -> Deheuvels -> Erdös)

My ORCiD: 00000001-5600-3014

Citations

Welcome to my Google scholar, RePEc and SSRN publication statistics

Career

  • Professor of Statistics at Humboldt-Universität zu Berlin from 1992
  • Visiting Professor at CentER, Tilburg University in 1992
  • Ordinary Professor at CORE, Catholic University of Louvain in 1990-1992
  • Visiting Professor at CORE, Universite Catholique de Louvain in 1989-1990
  • Research associate at Bonn University in 1985-1989
  • Research associate at Frankfurt University in 1983-1985
  • Research associate at Heidelberg University in 1978-1983
  • Habilitation in Statistics and Econometrics at Bonn University in 1988
  • Doctorate (Dr. rer. nat.) At University Heidelberg in 1982
  • Study at Fridericiana Universität Karlsruhe: Mathematics, Computer Science and Physics – graduated in 1978 as Diplom-Mathematiker

Honours

2025 – Huawei Distinguished Guest Professor, University of Edinburgh
2019 – YuShan 玉山Scholar, Taiwan
2015 – 2023 Foreign Expert Professor, Xiamen University, China
2009 – 2016 Distinguished Visiting professor WISE, Xiamen University, China
2008 Founding Council Member of the Society for Financial Econometrics (SoFiE)

Genealogy spiral

The Mathematics Genealogy Project

Books and Proceedings

The biggest feature of the textbook “Applied Multivariate Statistical Analysis” by Professor Härdle and Professor Simar is the perfect combination of statistical theory and application. The book provides a large number of cases in the fields of finance and economics to illustrate relevant statistics. Quantitative theory, and readers can download the corresponding MATLAB or R language program to reproduce all the examples and graphics in the book, which is very helpful for readers to quickly understand and flexibly use high-dimensional data statistical analysis methods in practice. .

— Fan Jianqing, Chair Professor of Princeton University, Distinguished Professor of Chinese Academy of Sciences

  • Chen YC, Härdle WK, Lu, HS (2025) Handbook of Blockchain Analytics. Springer Verlag, Berlin Heidelberg. ISBN 978-3-031-95417-7, e-ISBN 978-3-031-95418-4, Springer link

  • Härdle WK, Simar L, Fengler, MR (2024) Applied Multivariate Statistical Analysis. 6th ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-031-63832-9, e-ISBN 978-3-031-63833-6 (613 p), Springer link

  • Franke J, Härdle WK, Hafner C (2019) Statistics of Financial Markets: an Introduction. 5th ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-030-13750-2, e-ISBN 978-3-030-13751-9 (585 p), DOI: 10.1007 / 978-3-030-13751-9, Springer link
  • Härdle WK, Lu HS, Shen CS (2018) Handbook of Big Data Analytics., Springer-Verlag Berlin Heidelberg. ISBN 978-3-319-18284-1, DOI: 10.1007 / 978-3-319-18284-1, Springer link
  • Härdle WK, Chen YC, Overbeck L (2017) Applied Quantitative Finance. 3rd ed., Springer-Verlag Berlin Heidelberg. ISBN 978-3-662-54485-3, e-ISBN 978-3-662-54486-0 (516 p), DOI: 10.1007 / 978-3-662-54486-0, Springer link
  • Härdle WK, Okhrin O, Okhrin Y (2017) Basic Elements of Computational Statistics., Springer-Verlag Berlin Heidelberg. ISBN 978-3-319-55335-1, e-ISBN 978-3-319-55336-8 (516 p), DOI: 10.1007 / 978-3-319-55336-8, Springer link
  • Franke J, Härdle WK, Hafner C (2016) Financial Measurement: Statistical Analysis of Financial Markets, Fourth Edition. Chinese translation of Statistics of Financial Markets: an Introduction. Mechanical Industry Press. ISBN 9787111549383, link
  • Van den Berg T, Bommes E, Härdle WK, Petukhina A (2016) Computing Machines, License: CC BY-NC-SA 3.0. DOI: 10.20386 / hub-43565, link
  • Härdle WK, Klinke S, Rönz B (2015) Introduction to Statistics (Using Interactive MM * Stat Elements), Springer Verlag, Berlin Heidelberg. ISBN 978-3-319-17703-8, e-ISBN 978-3-319-17704-5 (516 p), DOI: 10.1007 / 978-3-319-17704-5, Springer link
  • Härdle WK, Hlávka Z (2015) Multivariate Statistics: Exercises and Solutions, 2nd ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-642-36004-6, e-ISBN 978-3-642-36005-3 (362 p), DOI: 10.1007 / 978-3-642-36005-3, Springer link
  • Cizek P, Härdle WK, Weron R (2011) Statistical Tools for Finance and Insurance. 2nd ed., Springer Verlag, Heidelberg. ISBN 978-3-642-18061-3 (420 p), Springer link
  • Härdle WK, Simar L (2011) Applied Multivariate Statistical Analysis, Second Edition. Chinese translation of Applied Multivariate Statistical Analysis. Peking University Press. ISBN 978-7-301-16772-4 / F-2670 (445 p), link
  • Jaworski P, Durante F, Härdle WK, Rychlik T (eds) (2010) Copula Theory and Its Applications, Proceedings of the Workshop held in Warsaw September 25-26, 2009, Lecture Notes in Statistics, ISBN 978-3-642-12464- 8, (327 p) DOI: 10.1007 / 978-3-642-12465-5, Springer link
  • Sperlich S, Härdle WK, Aydinli G (2006) The Art of Semiparametrics Springer Verlag, Heidelberg. ISBN 3-7908-1700-7 (178p) DOI: 10.1007 / 3-7908-1701-5, Springer link
  • Franke J, Härdle WK, Hafner C (2004) Introduction to the statistics of the financial markets. (2nd edition) Springer Verlag, Heidelberg. ISBN 3-540-41722-2 (428 p), Springer link
  • Härdle WK, Müller M, Sperlich S, Werwatz A (2004) Nonparametric and Semiparametric Models Springer Verlag, Heidelberg. ISBN 3-540-20722-8 (340 p), Springer link
  • Härdle WK, Hlávka Z, Klinke S (2003) Toukei Kaiseki Kankyo XploRe ¨C Apurikeishon gaido. Japanese translation of XploRe ¨C Application Guide, (translated by Tomoyuki Tarumi, Toshinari Kamakura, Yuichi Mori, Yashiro Yamamoto, Junji Nakano and Hiroshi Yadohisa) Kyoritsu Shuppan Publisher Tokyo ISBN 4-320-01745-5.
  • Härdle WK, Liang H, Gao J (2000) Partially Linear Models. Physika Verlag, Heidelberg. ISBN 3-7908-1300-1, 17 figs, 11 tabs, (203 p), Springer link
  • Franke J, Härdle WK, Stahl G (eds.) (2000) Measuring Risk in Complex Stochastic Systems. Lecture Notes in Statistics, Springer Verlag, Heidelberg. ISBN 0-387-98996-X (272 p), Springer link
  • Härdle WK, Klinke S, Müller M (1999) XploRe – the statistical computing environment. CD-ROM, with Handbook Learning Guide. Springer Verlag, Heidelberg. ISBN 3-540-14767-5, (520 p), Springer link
  • Härdle WK, Kerkyiacharian G, Picard D, Tsybakov AB (1998) Wavelets, Approximation and Statistical Applications. Lecture Notes in Statistics, 129, Springer Verlag, Heidelberg. ISBN 0-387-98453-4, (265 p), Springer link
  • Härdle WK (1991) Smoothing Techniques, with Implementation in S. Springer Verlag, Heidelberg New York. ISBN 3-540-97367-2 (261 p), Springer link
  • Härdle WK (1990) Applied Nonparametric Regression. Econometric Society Monograph Series 19, Cambridge University Press. ISBN 0-521-42950-1 (333 p), link

New Projects (last 3 years)

Publications (last 5 years)