Wolfgang Härdle
Biographic Data
| ID | 8920953 |
|---|---|
| NAME | Wolfgang Härdle |
| GIVEN NAMES | Wolfgang |
| FAMILY NAME | Härdle |
| SIGNATURE | HARDLE W |
| AFFILIATIONS | Institute Digital Assets, Academy of Economic Sciences, Bucharest, Romania |
| VERIFIED | No |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2005 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Introduction to the Special Issue on Statistics of Dynamic Networks
In many dynamic economic and financial systems interdependencies evolve over time and contain crucial information for individual, firm or regulatory decisions. Thus for the analysis of such dynamic
Inhomogeneous Dependence Modeling with Time-Varying Copulae
Measuring dependence in multivariate time series is tantamount to modeling its dynamic structure in space and time. In risk management, the nonnormal behavior of most financial time series calls for non-Gaussian dependences. The correct modeling of non-Gaussian dependences is, therefore, a key issue in the analysis of multivariate time series. In this article we use copula functions with adaptively estimated time-varying parameters for modeling t…
Statistical tools for finance and insurance
Transactions that did not happen and their influence on prices
No prominent works on this page.
Statistical tools for finance and insurance
Transactions that did not happen and their influence on prices
Inhomogeneous Dependence Modeling with Time-Varying Copulae
Measuring dependence in multivariate time series is tantamount to modeling its dynamic structure in space and time. In risk management, the nonnormal behavior of most financial time series calls for non-Gaussian dependences. The correct modeling of non-Gaussian dependences is, therefore, a key issue in the analysis of multivariate time series. In this article we use copula functions with adaptively estimated time-varying parameters for modeling t…
Introduction to the Special Issue on Statistics of Dynamic Networks
In many dynamic economic and financial systems interdependencies evolve over time and contain crucial information for individual, firm or regulatory decisions. Thus for the analysis of such dynamic
Computer Science (3 works) · Economics (3 works) · Econometrics (2 works) · Market Dynamics and Volatility (2 works) · Mathematics (2 works) · Statistics (2 works) · Auction Theory and Applications (1 work) · Business (1 work) · Commerce (1 work) · Complex Network Analysis Techniques (1 work)