| 2022 |
Po-Hsin Ho, Chih-Yung Lin*, Tse-Chun Lin, Equity short selling and bank loan markets, Journal of Money, Credit and Banking, vol. 2-3, pp. 349-379, 2022 |
| 2021 |
Khowaja k, Shcherbatyy M, Härdle WK, Surrogate Models for Optimization of Dynamical Systems, Springer Lecture Notes (E Mammen, M Reiss eds.) for the 60th birthday of V Spokoiny, 2021 |
| 2021 |
Lin MB, Khowaja K, Chen CYH, Härdle WK, Blockchain mechanism and distributional characteristics of cryptos, Forthcoming in: Book Series: Advances in Quantitative Analysis of Finance & Accounting, 2021 |
| 2021 |
Ben Amor S, Althof M, Härdle WKH, FRM Financial Risk Meter for Emerging Markets, Economic Modelling, Research in International Business and Finance, 2021 |
| 2021 |
Chen CYH, Fengler MR, Härdle WK, Liu Y, Media-expressed tone, Option Characteristics, and Stock Return Predictability, J Economic Dynamics and Control, 2021 |
| 2021 |
Ren R, Li YX, Härdle WK , Financial Risk Meter Based on Expectiles, Journal of Multivariate Analysis, 2021 |
| 2021 |
Wang BL, Li YX, Härdle WK , K-expectiles clustering, Journal of Multivariate Analysis, 2021 |
| 2021 |
Kim A, Trimborn S, Härdle WK, VCRIX - a volatility index for crypto-currencies, International Review of Financial Analysis, 2021 |
| 2021 |
Pele DT, Wesselhöft N, Härdle WK, Kolossiatis M, Yatracos Y, A statistical Classification of Cryptocurrencies, European Journal of Finance, 2021 |
| 2021 |
Härdle WK, Lopez Cabrera B, Melzer, Pricing Wind Power Futures, The Journal of the Royal Statistical Series C 2021;00:1–20., 2021 |
