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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
Research
My Erdös Number: 3 (Serfling -> Deheuvels -> Erdös)
My ORCiD: 00000001-5600-3014
Citations
Welcome to my Google scholar citation statistics, WorldCat Identities , RePEc , Handelsblatt rank statistics, ResearchGate 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
Honour
| 2019 – 2023 | YuShan 玉山Scholar, Taiwan |
| 2018 – | Scientific Board of Folia Oeconomica Stetinensia |
| 2017 – | Charter Fellow, INDI Inst. Nonlinear Dynamics, RUDN University, Moscow |
| 2016 – 2018 | Guest Professor, National Jiaotong University, Hsinchu, Taiwan |
| 2015 – | Foreign Expert Professor, Xiamen University, China |
| 2015 – | Academic Committee of MOE Key Lab of Econometrics, Xiamen University, China |
| 2015 – | Honorary Guest Professor, Chung Hua University, Hsinchu, Taiwan |
| 2014 – | IRI THESyS member, Humboldt University Berlin |
| 2013 | Honorary Member of the Scientific Council, Inst. Econ. Forecasting, Romanian Academy of Science |
| 2012 | Multa Scripsit Award “Econometric Theory”, Cambridge University Press |
| 2010 – | Council Member of the International Society for NonParametric Statistics (ISNPS) |
| 2009 – | Advisor: Financial statistics and risk management Master program, Rutgers University |
| 2009 – 2016 | Distinguished Visiting professor WISE, Xiamen University, China |
| 2008 | Founding Council Member of the Society for Financial Econometrics (SoFiE) |
| 2007 | Faculty Research Prize for outstanding research achievements |
| 2006 – 2010 | Member of the National Center Econometric Research, QUT, Australia |
| 2003 – | “Highly cited scientist” on the list provided by ISI, Institute of Scientific Information. In 2003-2014 the only “highly cited scientist” at Humboldt-Universität zu Berlin. |
| 2002 – 2013 | Advisor: Guanghua School of Management, Beijing University |
| 2001 – 2003 | Vice President IASC (Int. Assoc. Of Statistical Computing) |
| 2000 – 2004 | Advisory Board: Ferrell Asset Management, Singapore |
| 1997 | Fellow International Statistical Institute |
| 1992 | Fellow Institute of Mathematical Statistics |
Books and Proceedings
The biggest feature of the textbook “Applied Multivariate Statistical Analysis” by Professor Hadler and Professor Simma 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
Härdle WK, Simar L (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), |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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Härdle WK, Simar L (2015) Applied Multivariate Statistical Analysis, 4th ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-662-45170-0, e-ISBN 978-3-662-45171-7 (580 p), DOI: 10.1007 / 978-3-662-45171-7 |
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Härdle WK, Spokoiny V, Panov V, Wang W (2014) Basics of Modern Mathematical Statistics: Exercises and Solutions, Springer Verlag, Heidelberg. ISBN 978-3-642-36850-9 (185 p) |
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Jaworski P, Durante F, Härdle WK (2013) Copulae in Mathematical and Quantitative Finance, Springer Verlag, Heidelberg. ISBN 978-3-642-35406-9 (294 p) |
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Borak S, Härdle WK, López-Cabrera B (2013) Statistics of Financial Markets, Exercise and Solutions. 2nd ed., Springer Verlag, Heidelberg. ISBN 978-3-642-33929-5 (246 p) |
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Duan JC, Gentle JE, Härdle WK (2012) Handbook of Computational Finance. Springer Verlag, Heidelberg. ISBN 978-3-642-17253-3 (900p), DOI: 10.1007 / 978-3-642-17254-0 |
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Gentle J, Härdle WK, Mori Y (2012) Handbook of Computational Statistics, Concepts and Methods. 2nd ed. Springer Verlag, Heidelberg. ISBN 3-540-40464-3 (1078 p) DOI: 10.1007 / 978-3-642-21551-3 |
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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) |
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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) |
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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 |
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Härdle WK, Hautsch N, Overbeck L (2009) Applied Quantitative Finance. 2nd extended ed., Springer Verlag, Heidelberg. ISBN 978-3-540-69177-8 (448 p) |
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Chen CH, Härdle WK, Unwin A (2008) Handbook of Data Visualization. Springer Verlag, Heidelberg. ISBN 3-540-33036-4 (936 p) |
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Härdle WK, Mori Y, Vieu P (2006) Statistical methods in Biostatistics and Related Fields. Springer Verlag, Heidelberg. ISBN 3-540-32690-1 (420 p) |
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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 |
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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) |
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Härdle WK, Müller M, Sperlich S, Werwatz A (2004) Nonparametric and Semiparametric Models Springer Verlag, Heidelberg. ISBN 3-540-20722-8 (340 p) |
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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. |
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Härdle WK, Rönz B (2002) COMPSTAT 2002 Proceedings. Physika Verlag, Heidelberg. ISBN 3-7908-1517-9 (648 p) |
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Härdle WK, Rönz B (2001) MM * Stat – an interactive introduction to the world of statistics. Springer Verlag, Heidelberg. ISBN 3-540-14893-0 (CD ROM + software) |
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Härdle WK, Klinke S, Müller M (2001) Toukei Kaiseki Kankyo XploRe ¨C rahningu gaido. Japanese translation of XploRe ¨C Learning Guide, (translated by Tomoyuki Tarumi, Yuichi Mori, Yashiro Yamamoto, Junji Nakano and Hiroshi Yadohisa) Kyoritsu Shuppan Publisher Tokyo ISBN 4-320-01678-5 C3041. |
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Härdle WK, Hlávka Z, Klinke S (2000) XploRe Application Guide. Springer Verlag, Heidelberg. ISBN 3-540-67545-0, (525 p) |
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Härdle WK, Liang H, Gao J (2000) Partially Linear Models. Physika Verlag, Heidelberg. ISBN 3-7908-1300-1, 17 figs, 11 tabs, (203 p) |
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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) |
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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) |
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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) |
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Härdle WK, Schimek M (eds.) (1996) Statistical Theory and Computational Aspects of Smoothing. Physika Verlag, Heidelberg. ISBN 3-7908-0930-6, (265 p) |
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Härdle WK, Klinke S, Turlach B (1995) XploRe – an interactive statistical computing environment. Springer Verlag, New York. ISBN 0-387-94429-X (387 p) |
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Härdle WK, Simar L (eds.) (1993) Computer Intensive Methods in Statistics. Physica publishing house. ISBN 3-7908-0677-3 (176 p) |
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Härdle WK (1993) Prikladnaja Neparametricheskaya Regressija. Russian Translation of “Applied Nonparametric Regression”, MIR Publishers Moscow. (348 p) |
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Härdle WK (1991) Smoothing Techniques, with Implementation in S. Springer Verlag, Heidelberg New York. ISBN 3-540-97367-2 (261 p) |
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Härdle WK (1990) Applied Nonparametric Regression. Econometric Society Monograph Series 19, Cambridge University Press. ISBN 0-521-42950-1 (333 p) |
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Györfi L, Härdle WK, Sarda P, Vieu P (1989) Nonparametric Curve Estimation from Time Series. Lecture Notes in Statistics, 60th Springer Verlag, Heidelberg ISBN 3-540-97174-2 (152 p) |
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Franke J, Härdle WK, Martin D (eds.) (1984) Robust and Nonlinear Time Series Analysis. Lecture Notes in Statistics, 26. Springer Verlag, Heidelberg ISBN 3-540-96102-X (286 p)
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New Projects (last 3 years)
Publications (last 5 years)
Petukhina A, Klochkov Y, Härdle WK, Zhivotovskiy N (2024). Robustifying markowitz. Journal of Econometrics, 239(2), 105387.
Ma S, Yu K, Tang ML, Pan J, Härdle WK, Tian M (2023). A Bayesian multistage spatio‐temporally dependent model for spatial clustering and variable selection. Statistics in Medicine, 42(26), 4794-4823.
Guo J, Liu F, Härdle WK, Zhang, X, Wang K, Zeng T, Tian M (2023). Sampling Importance Resampling Algorithm with Nonignorable Missing Response Variable Based on Smoothed Quantile Regression. Mathematics, 11(24), 4906.
Chang YC, Teng HW, Härdle, WK (2023). Stochastic volatility dynamic hedging for Deribit BTC options. Yung-Chi Chang, Huei-Wen Teng, and Wolfgang Härdle. Stochastic volatility dynamic hedging of the inverse BTC option. Journal of Futures and Options, 16(2), 1-48.
Li X, Liang H, Härdle WK, Liang H (2023). Model checking for generalized partially linear models. TEST, 1-18.
Li X, Liang H, Härdle WK, Liang H (2023). Use generalized linear models or generalized partially linear models?. Statistics and Computing, 33(5), 101.
Wang Z, Bai Y, Härdle WK, & Tian M (2023). Smoothed quantile regression for partially functional linear models in high dimensions. Biometrical Journal, 65(7), 2200060.
Yu L, Härdle WK, Borke L, Benschop T (2023). An AI approach to measuring financial risk. The Singapore Economic Review, 68(05), 1529-1549.
Pele DT, Wesselhöfft N, Härdle WK, Kolossiatis M, Yatracos YG (2023). Are cryptos becoming alternative assets?. The European Journal of Finance, 29(10), 1064-1105.
Matic JL, Packham N, Härdle WK (2023). Hedging cryptocurrency options. Review of Derivatives Research, 26(1), 91-133.
Winkel J, Härdle WK (2023). Pricing Kernels and Risk Premia implied in Bitcoin Options. Risks 11: 85.
Liu F, Packham N, Lu MJ, Härdle WK (2023). Hedging cryptos with Bitcoin futures. Quantitative Finance, 23(5), 819-841.
Liang J, Härdle WK, & Tian M (2023). Imputed quantile tensor regression for near-sited spatial-temporal data. Computational Statistics & Data Analysis, 182, 107713.
Li E, Pan J, Tang M, Yu K, Härdle WK, Dai X, Tian M (2023). Weighted competing risks quantile regression models and variable selection. Mathematics, 11(6), 1295.
Zinovyeva E, Reule RC, Härdle WK (2023). Understanding smart contracts: Hype or hope?. In FinTech Research and Applications: Challenges and Opportunities (pp. 3-91).
Wang R, Althof M, Härdle WK (2023). A financial risk meter for China. Emerging Markets Review, 56, 101052.
Zharova A, Härdle WK, Lessmann S (2022).Data-driven support for policy and decision-making in university research management: A case study from Germany. European Journal of Operational Research.
Ren R, Althof M, Härdle WK (2022).FINANCIAL RISK METER FOR CRYPTOCURRENCIES AND TAIL RISK NETWORK-BASED PORTFOLIO CONSTRUCTION. The Singapore Economic Review, 1-27.
Amor SB, Althof M, Härdle WK (2022). Financial Risk Meter for emerging markets. Research in International Business and Finance, 60, 101594.
Chen S, Härdle WK, Wang W (2022). The common and specific components of inflation expectations across European countries. Empirical Economics, 62(2), 553-580.
Chen CYH, Fengler MR, Härdle WK, Liu Y (2022). Media-expressed tone, option characteristics, and stock return predictability. Journal of Economic Dynamics and Control, 134, 104290.
Petukhina A, Trimborn S, Härdle WK, Elendner H (2021). Investing with cryptocurrencies–evaluating their potential for portfolio allocation strategies. Quantitative Finance, 21(11), 1825-1853.
Kim A, Trimborn S, Härdle WK (2021). VCRIX—A volatility index for crypto-currencies. International Review of Financial Analysis, 78, 101915.
Pele DT, Wesselhöft N, Härdle WK, Kolossiatis M, Yatracos Y (2021) A statistical Classification of Cryptocurrencies, European Journal of Finance, accepted 20210616
Härdle WK, Lopez Cabrera B, Melzer, A (2021) Pricing Wind Power Futures. J R Stat Soc Series C. 2021;00:1–20. https://doi.org/10.1111/rssc.12499
Chen CYH, Härdle WK, Klochkov E (2021) SONIC: SOcial Networks with Influencers and Communities, J of Econometrics, https://doi.org/10.1016/j.jeconom.2021.02.008
Petukhina A, Trimborn S, Härdle WK, Elendner H (2021) Investing with cryptocurrencies – evaluating the potential of portfolio allocation strategies, Quantitative Finance, https://doi.org/10.1080/14697688.2021.1880023 .
Khowaja K, Shcherbatyy M, Härdle WK (2021) Surrogate Models for Optimization of Dynamical Systems, “Foundations of Modern Statistics”, Springer Proceedings in Mathematics & Statistics, to appear 2021
Spilak B, Härdle WK (2020) Tail-risk protection: Machine Learning meets modern
Econometrics, Handbook of Financial Econometrics, Mathematics, Statistics and Machine Learning, CF LEE ed., World Scientific Publisher.
Lin MB, Khowaja K, Chen CYH, Härdle WK (2020) Blockchain mechanism and distributional characteristics of cryptos , Advances in Quantitative Analysis of Finance & Accounting (AQAFA), Vol. 18, https://doi.org/10.2139/ssrn.3784776
Kim KH, Chao SK, Härdle WKH (2020) Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function. Journal of Statistical Planning and Inference, accepted, 20201013
Chen S, Härdle WK, Wang W (2020) Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach, Empirical Econometrics to appear
Zinovyeva E, Härdle WK, Lessmann S (2020) Antisocial Online Behavior Detection Using Deep Learning, Decision Support Systems, https://doi.org/10.1016/j.dss.2020.11336
Chernozhukov V, Härdle WK, Huang C, Wang W (2020) LASSO-Driven Inference in Time and Space, Annals of Statistics, to appear 20200916
Dautel AJ, Härdle WK, Lessmann St, Seow WV (2020) Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks. Digital Finance, DOI: https://doi.org/10.1007/s42521-020-00019-x
Hou AJ, Wang W, Chen CYH, Härdle WK, (2020) Pricing Cryptocurrency options. J Financial Econometrics, Vol. 18, No. 2, 250–279, DOI: https://doi.org/10.1093/jjfinec/nbaa006
Chao SK, Härdle WK, Yuan M (2020) Factorisable Multi-Task Quantile Regression, J Econometric Theory, accepted 20190207, to appear
Adamyan L, Efimov, K, Chen CYH, Härdle WK (2020) Adaptive Weights Clustering of Research Papers., Digital Finance, DOI: https://doi.org/10.1007/s42521-020-00017-z
Yu L, Härdle WK, Borke L, Benschop T (2020) An AI approach to Measuring Financial Risk., Singapore Economic Review, DOI: https://doi.org/10.1142/ S0217590819500668
Chen CYH, Härdle WK, Mihoci A (2020) TERES – Tail Event Risk Expectile based Shortfall, Quantitative Finance., DOI: https://doi.org/10.1080/14697688.2020.1786151
Chen S, Härdle WK, Wang L (2020) Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk., Computational Statistics, DOI: https://doi.org /10.1007/s00180-019-00951-6
Härdle WK, Harvey C, Reule R (2019) Understanding Cryptocurrencies. J Financial Econometrics, DOI: https://doi.org/10.1093/jjfinec/nbz033
Lux M, Härdle WK, Lessmann S (2019) Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid. Comp Stat Data Analysis, DOI: https://doi.org/10.1007/s00180-019-00934-7
Petukhina AA, Reule RCG, Härdle WK (2019) Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies, European Journal of Finance, DOI: https://doi.org/10.1080/1351847X.2020.1789684
Mihoci A, Althof M, Chen CYH, Härdle WK (2019) FRM Financial Risk Meter, Digital Finance, https://doi.org/10.1108/S0731-905320200000042016
Wesselhöfft N, Härdle WK (2019) Constrained Kelly Portfolio under alpha stable laws, RSEM Computational Economics, DOI: https://link.springer.com/article/10.1007%2Fs10614-019-09913-y
Qian Y, Härdle WK, Chen CYH (2019) Industry Interdependency Dynamics in a Network Context, Studies in Economics and Finance, DOI: https://doi.org/10.1108/SEF-07-2019-0272
Chen S, Härdle WK, Lopez Cabrera B (2019) Regularization Approach for Network Modeling of German Power Derivative Market, Energy Economics, DOI: https://doi.org/10.1016/j.eneco.2019.06.021
Kostmann M, Härdle WK (2019) Forecasting in Blockchain-Based Local Energy Markets, Energies, DOI: https://doi.org/10.3390/en12142718
Zbonakova L, Monti RP, Härdle WK (2019) Towards the interpretation of time-varying regularization parameters in streaming penalized regression models, Pattern Recognition Letters, DOI: https://doi.org/10.1016/j.patrec.2019.06.021
Härdle WK, Nasekin S (2019) Model-driven statistical arbitrage on LETF option markets, Quantitative Finance, DOI: https://doi.org/10.1080/14697688.2019.1605186
Trimborn S, Li MY, Härdle WK (2019) Investing with cryptocurrencies -A liquidity constrained investment approach. J Financial Econometrics, DOI: https://doi.org/10.1093/jjfinec/nbz016
Burdejova P, Härdle WK (2019) Dynamic semi-parametric factor model for functional expectiles, Computational Statistics, DOI: https://doi.org/10.1007/s00180-019-00883-1
Chen CYH, Härdle WK, Xu, X (2019) Dynamic credit default swaps curves in a network topology, Quantitative Finance, DOI: https://doi.org/10.1080/14697688.2019.1585560
Chao SK, Härdle WK, Yuan M (2019) Factorisable Multi-Task Quantile Regression, J Econometric Theory, DOI: https://doi.org/10.1017/S0266466620000304
Zhu X, Wang W, Wang H, Härdle WK (2019) Network Quantile Autoregression, J Econometrics, DOI: https://doi.org/10.1016/j.jeconom.2019.04.034
Chua WS, Chen Y, Härdle WK (2019) Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics. Quantitative Finance, DOI: https://doi.org/10.1080/14697688.2019.1622290
Chen CYH, Härdle WK, Okhrin Y (2019) Tail event driven networks of SIFIs, Journal of Econometrics, DOI : https://doi.org/10.1016/j.jeconom.2018.09.016
Chen Y, Härdle WK, Qiang H, Majer, P (2018) Risk Related Brain Regions Detected with 3D Image FPCA, Statistics and Risk Modeling, 35.89110 DOI: https://doi.org/10.1515/strm-2017-0011
Zharova A, Tellinger-Rice J, Härdle WK (2018) How to Measure the Performance of a Collaborative Research Center, Scientometrics , DOI : https://doi.org/10.1007/s11192-018-2910-8
Ngoc MT, Osipenko M, Härdle WK, Burdejova P (2018) Principal Components in an Asymmetric Norm, Journal of Multivariate Analysis, DOI: https://doi.org/10.1016/j.jmva.2018.10.00
Trimborn S, Härdle WK (2018) CRIX an Index for Cryptocurrencies, Journal of Empirical Finance, DOI: https://doi.org/10.1016/j.jempfin.2018.08.004
Vomfell L, Härdle WK, Lessmann S (2018) Improving Crime Count Forecasts Using Twitter and Taxi Data, Decision Support Systems , DOI : https://doi.org/10.1016/j.dss.2018.07.003
Chao SK, Härdle WK, Sheen J, Trück S, Wang BZ (2018) A note on the impact of news on US household inflation expectations, Journal of Macroeconomic Dynamics , DOI : http://dx.doi.org/10.1017/S1365100518000482
Chen CYH, Chiang CT, Härdle WK (2018) Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries, Journal of Banking and Finance , DOI : https: // doi .org / 10.1016 / j.jbankfin.2018.05.012
Li YX, Huang C, Härdle WK (2018) Spatial Functional Principal Component Analysis with Applications to Brain Image Data, Journal of Multivariate Analysis, DOI: https://doi.org/10.1016/j.jmva.2018.11.004
Zhu X, Wang W, Wang H, Härdle WK (2018) Network Quantile Autoregression, Journal of Econometrics, DOI : https://doi.org/10.1016/j.jeconom.2019.04.034
Grith M, Härdle WK, Kneip, Wagner H (2018) Functional Principal Component Analysis for Derivatives of Multivariate Curves, Statistica Sinica , DOI : https://doi.org/10.5705/ss.202017.0199
Xu X, Mihoci A, Härdle WK (2018) lCARE – localizing Conditional AutoRegressive Expectiles, Journal of Empirical Finance , DOI : https://doi.org/10.1016/j.jempfin.2018.06.006
Chao SK, Härdle WK, Huang C (2018) Multivariate factorizable expectile regression with application to fMRI data, Computational Statistics & Data Analysis , DOI : https://doi.org/10.1016/j.csda.2017.12.001
Belomestny D, Härdle WK, Krymova E (2017) Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation, International Journal of Theoretical and Applied Finance , DOI : https://doi.org/10.1142/S0219024917500418
Moro RA, Härdle WK, Schäfer D (2017) Company rating with support vector machine, Statistics & Risk Modeling , DOI : https://doi.org/10.1515/strm-2012-1141
Liu R, Härdle WK, Zhang G (2017) Statistical Inference for Generalized Additive Partially Linear Model, Journal of Multivariate Analysis , DOI : 10.1016 / j.jmva.2017.07.011
Fan Y, Härdle WK, Wang W, Zhu L (2017) Single-Index-Based CoVaR With Very High-Dimensional Covariates, Journal of Business and Economic Statistics , DOI : 10.1080 / 07350015.2016.1180990
Härdle WK, Lee DK, Nasekin S, Petukhina A (2017) Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets, Journal of Asset Management , DOI : 10.1057 / s41260-017-0060-9
Guo MM, Härdle WK (2017) Adaptive Interest Rate Modeling, Journal of Forecasting , DOI : 10.1002 / for.2431
Härdle WK, Huang LS (2017) Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models, Journal of Business and Economic Statistics , DOI : 10.1080 / 07350015.2017.1330693
Burdejova P, Härdle WK, Kokoszka P, Xiong Q (2017) Change point and trend analyzes of annual expectile curves of tropical storms, Econometrics and Statistics , DOI : https://doi.org/10.1016/j.ecosta.2016.09.002
Lu MJ, Härdle WK, Chen CYH (2016) Copula-Based Factor Model for Credit Risk Analysis, Review of Quantitative Finance and Accounting , DOI : 10.1007 / s11156-016-0613-x
Härdle WK, López Cabrera B, Okhrin O, Wang W (2016) Localizing temperature risk, Journal of the American Statistical Association , DOI : 10.1080 / 01621459.2016.1180985
Wang Q, Zhang T, Härdle WK (2016) An Extended Single-index Model with Missing Response at Random, Scandinavian Journal of Statistics , DOI : 10.1111 / sjos.12233
Dai X, Härdle WK, Yu K (2016) Do maternal health problems influence child’s worrying status? Evidence from the British Cohort Study, Journal of Applied Statistics , DOI : 10.1080 / 02664763.2016.1155203
Härdle WK, Huang C (2016) Discussion on “Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings” by Werner Ehm, Tilmann Gneiting, Alexander Jordan and Fabian Krüger, Journal of the Royal Statistical Society: Series B Statistical Methodology 78 (3): 545 , DOI : 10.1111 / rssb.12154
Härdle WK, Yu L, Wang W (2016) TENET – Tail Event driven NETwork risk, Journal of Econometrics , DOI : 10.1016 / j.jeconom.2016.02.013
Härdle WK, Silyakova E (2016) Implied basket Correlation Dynamics, Statistics and Risk Modeling , DOI : 10.1515 / strm-2014-1176