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

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

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

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

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

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Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models von Čížek, P., Härdle, W., Spokoiny, V.

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An empirical likelihood goodness-of-fit test for time series von Chen, Song Xi, Härdle, Wolfgang, Li, Ming

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Semi-parametric estimation of partially linear single-index models von Xia, Yingcun, Härdle, Wolfgang

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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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Semiparametric Regression Analysis With Missing Response at Random von Wang, Qihua, Linton, Oliver, Härdle, Wolfgang

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

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Applied Multivariate Statistical Analysis von Härdle, Wolfgang Karl, Simar, Léopold

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

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Nonparametric state price density estimation using constrained least squares and the bootstrap von Yatchew, Adonis, Härdle, Wolfgang

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Shape Invariant Modeling of Pricing Kernels and Risk Aversion von Grith, M., Hardle, W., Park, J.

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

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Applied Quantitative Finance: Theory and Computational Tools von Härdle, W, Kleinow, T, Stahl, G

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Search for significant variables in nonparametric additive regression von HÄRDLE, W., KOROSTELEV, A.

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Uniform Confidence Bands for Pricing Kernels von Hardle, W. K., Okhrin, Y., Wang, W.

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Semiparametric analysis of German East-West migration intentions: facts and theory von Burda, Michael C., Härdle, Wolfgang, Müller, Marlene, Werwatz, Axel

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