Testing for increasing weather risk von Wang, W., Bobojonov, I., Härdle, W. K., Odening, M.

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Comparing Nonparametric Versus Parametric Regression Fits von Hardle, W., Mammen, E.

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Estimation in a Semiparametric Partially Linear Errors-in-Variables Model von Liang, Hua, Hardle, Wolfgang, Carroll, Raymond J.

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Model-driven statistical arbitrage on LETF option markets von Nasekin, S., Härdle, W. K.

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Direct Estimation of Low-Dimensional Components in Additive Models von Fan, Jianqing, Hardle, Wolfgang, Mammen, Enno

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Optimal Smoothing in Single-Index Models von Hardle, Wolfgang, Hall, Peter, Ichimura, Hidehiko

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On extracting information implied in options von Benko, M., Fengler, M., Härdle, W., Kopa, M.

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Robust estimation of dimension reduction space von Cizek, Pavel, Härdle, Wolfgang Karl

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Local polynomial estimators of the volatility function in nonparametric autoregression von Härdle, W., Tsybakov, A.

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Estimation of additive regression models with known links von LINTON, O. B., HÄRDLE, W.

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Smoothed L-estimation of regression function von Čížek, P., Tamine, J., Härdle, W.

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Modeling default risk with support vector machines von Chen, Shiyi, Härdle, W. K., Moro, R. A.

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Forecasting volatility with support vector machine-based GARCH model von Chen, Shiyi, Härdle, Wolfgang K., Jeong, Kiho

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XploRe - Learning Guide: Learning Guide von Härdle, W

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Nonparametric vector autoregression von Härdle, W., Tsybakov, A., Yang, L.

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Statistical Tools for Finance and Insurance von Cizek, P, Härdle, W, Weron, W

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On Bootstrapping Kernel Spectral Estimates von Franke, J., Hardle, W.

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Variance swap dynamics von Detlefsen, K., Härdle, W. K.

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Bootstrap Simultaneous Error Bars for Nonparametric Regression von Hardle, W., Marron, J. S.

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A Review of Nonparametric Time Series Analysis von Härdle, Wolfgang, Lütkepohl, Helmut, Chen, Rong

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