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76 research outputs found

Computational Statistics (Journal)

Author: Jurgen Symanzik
Wolfgang K. HHrdle
Yuichi Mori
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach

Author: A Eisl
C Y Chen
D Ed
H Elendner
H Markowitz
J Fan
J Friedman
L Borke
L Borke
Lee Kuo Chuen
M Bri�re
Mingyang Li
O Ledoit
O Scaillet
P Krokhmal
R C Green
R Jagannathan
R T Rockafellar
R V Wyss
S Chen
S Darolles
S Kozak
Simon Trimborn
W K H�rdle
W K H�rdle
W K H�rdle
Wolfgang K. HHrdle
Publication venue: 'Elsevier BV'
Publication date: 01/01/2017
Field of study

TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data

Author: A Back
A Hyv Arinen
A Hyv Arinen
A Hyv Arinen
D Mercurio
D S Matteson
E Wu
I T Jollie
J D Hamilton
M K P So
M Lanne
M Scharth
O Barndor-Nielsen
P Kouontchou
R T Baillie
Ray-Bing Chen
Russ Moro
V Spokoiny
W H Ardle
W H Ardle
Wolfgang K. HHrdle
Y Chen
Ying Chen
Publication venue: 'Elsevier BV'
Publication date: 01/01/2011
Field of study

Quantifizierbarkeit Von Risiken Auf Finanzmmrkten (Quantification of Risks in Financial Markets)

Author: Andrew Lo
Monatsbericht Der
Stephen M Stigler
Wolfgang K. HHrdle
Publication venue: 'Elsevier BV'
Publication date: 01/01/2009
Field of study

Yxilon a Client/Server Based Statistical Environment

Author: Sigbert Klinke
Uwe Ziegenhagen
W H�rdle
W H�rdle
Wolfgang K. HHrdle
Y Yamamoto
Publication venue: 'Elsevier BV'
Publication date: 01/01/2007
Field of study

Calibration Design of Implied Volatility Surfaces

Author: G Bakshi
Kai Detlefsen
N Kahal�
S Heston
W H�rdle
W Schoutens
Wolfgang K. HHrdle
Publication venue: 'Elsevier BV'
Publication date: 01/01/2006
Field of study

Integrable E-Lements for Statistics Education

Author: M M�ller
S Borak
Sigbert Klinke
T Fujiwara
Uwe Ziegenhagen
Wolfgang K. HHrdle
Y Mori
Publication venue: 'Elsevier BV'
Publication date: 01/01/2005
Field of study

Statistics of Risk Aversion

Author: D Breeden
Enzo Giacomini
G Debreu
M Fengler
R Merton
S Borak
Wolfgang K. HHrdle
Y Ait-Sahalia
Y Ait-Sahalia
Publication venue: 'Elsevier BV'
Publication date: 01/01/2007
Field of study

CDO Pricing with Copulae

Author: A J Mcneil
A J Mcneil
Barbara Choroo-Tomczyka
C Bluhm
O Okhrin
Ostap Okhrin
P Sch�nbucher
R B Nelsen
Wolfgang K. HHrdle
Publication venue: 'Elsevier BV'
Publication date: 01/01/2009
Field of study

Color Harmonization in Car Manufacturing Process

Author: Anton Andriyashin
E King
J Fan
M Hollander
Mclaren K The
Michal Benko
Roman Vladimirovich Timofeev
Uwe Ziegenhagen
W H�rdle
W H�rdle
Wolfgang K. HHrdle
Publication venue: 'Elsevier BV'
Publication date: 01/01/2006
Field of study

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