| 2024 |
MA SP, TANG ML, YU KM, Härdle WK, WANG WH, XIONG W, ZHANG XL, WANG K ZHANG LP, TIAN MZ, A Censored Quantile Transformation Model for Alzheimer's Disease Data with Multiple Functional Covariates, J Royal Statistical Society: Series A, 2024 |
| 2024 |
Keilbar G, Miftachov R, Härdle WK, Shapley Curves: A Smoothing Perspective, J Business Economics Statistics, 2024 |
| 2024 |
ZUO XR, CHEN YT, Härdle WK, Emoji-driven Sentiments in Cryptocurrency Markets: Integrating Visual and Textual Contexts , Management and Marketing Journal, 2024 |
| 2024 |
Häusler K, Härdle WKH, ETF construction on CRIX, Financial Innovation, 2024 |
| 2024 |
LING CX, Härdle WK, How Sensitive are Tail-related Risk Measures in a Contamination Neighborhood?, Statistica Sinica, 2024 |
| 2023 |
LU MJ, Horvath M, Härdle WK, Spectral Risk for Digital Assets, Quantitative Finance and Accounting, 2023 |
| 2023 |
Zinovyeva E, Reule RCG, Härdle WK, Understanding Smart Contracts: Hype or Hope? “FinTech Research and Applications: Challenges and Opportunities“, Transformations in Banking, Finance and Regulation series, World Scientific, 2023 |
| 2023 |
CHANG YC, TENG HW, Härdle WK, Stochastic volatility dynamic hedging for the inverse BTC option, Journal of Futures and Options, 2023 |
| 2023 |
LIANG H, LI XM, LIANG HZ, Härdle WK, Model Checking For Generalized Partially Linear Models, TEST, 2023 |
| 2023 |
MA SP, YU KM, TANG ML, PAN JX, Härdle WK, TIAN MZ, A Bayesian multi-stage spatio-temporally dependent model for spatial clustering and variable selection, Statistics in Medicine, 2023 |
| 2023 |
XIONG W, Härdle WK, WANG JR, YU KM, TIAN MZ, Mode-Based Classifier: A Robust and flexible discriminant analysis for high dimensional data, Statistics Sinica, 2023 |
| 2023 |
WANG R, Althof M, Härdle WK, A Financial Risk Meter for China, Emerging Markets Review, 2023 |
| 2023 |
WANG ZH, BAI YX, Härdle WK, TIAN MZ, Smoothed quantile regression for partially functional linear models in high dimensions, Biometrical Journal, 2023 |
| 2023 |
Winkel J, Härdle WK, Pricing Kernels and Risk Premia implied in Bitcoin Options, SI "Data Analysis and Financial Risk Management in Financial Markets, 2023 |
| 2023 |
LI E, Härdle WK, DAI XW, TIAN MZ, Weighted Competing Risks Quantile Regression Models and Variable Selection, Mathematics, 2023 |
| 2023 |
LIU F, Packham N, LU MJ, Härdle WK, Hedging Cryptos with Bitcoin Futures, Quantitative Finance, 2023 |
| 2023 |
LIA XM, LIANG HZ, Härdle WK, LIANG H, Use generalized linear models or generalized partially linear models?, Statistics and Computing, 2023 |
| 2023 |
REN R, Althof, M, Härdle WK, Financial Risk Meter for Cryptocurrencies and Tail Risk Network-Based Portfolio Construction, Singapore Economic Review, 2023 |
| 2023 |
Matic JL, Packham N, Härdle WK, Hedging Cryptocurrency Options, Review of Derivatives Research, 2023 |
| 2023 |
Härdle WK, Klochkov Y, Petukhina A, Zhivotovskiy N, Robustifing Markowitz, J Econometrics, 2023 |
| 2023 |
LI G, Härdle WK, TAO Y, A Time-Varying Network for Cryptocurrencies, J Business & Economic Statistics, 2023 |
| 2022 |
Spilak B, Härdle WK, Tail-Risk Protection: Machine Learning Meets Modern Econometrics, Encyclopedia of Finance, 2022 |
| 2022 |
Zharova A, Härdle WK, Lessmann S, Data-driven support for policy and decision-making in university research management: A case study from Germany., European Journal of Operational Research, 2022 |
| 2022 |
Yu Z, Yu K, Härdle WK, Zhang XL, Wang K, Tian MZ, Bayesian Spatiotemporal Modeling for Costs of Alcohol-related Hospital Discharges, J Royal Stat Society.Series A, 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 |
| 2021 |
Chen CYH, Härdle WK, Klochkov E , SONIC: SOcial Networks with Influencers and Communities, Journal of Econometrics, 2021 |
| 2021 |
Petukhina A, Trimborn S, Härdle WK, Elendner H, Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies, Quantitative Finance, 2021 |
| 2021 |
Kim KH, Chao SK, Härdle WKH, Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function, Journal of Statistical Planning and Inference, 213, 93-105 , 2021 |
| 2021 |
Chen S, Härdle WK, Wang W, The common and specific components of inflation expectations across European countries, Empirical Economics, 2021 |
| 2021 |
Chernozhukov V, Härdle WK, Huang C, Wang W , LASSO-Driven Inference in Time and Space, Annals of Statistics, 2021 |
| 2020 |
Zinovyeva E, Härdle WK, Lessmann S, Antisocial Online Behavior Detection Using Deep Learning, Decision Support Systems, 2020 |
| 2020 |
Petukhina A, Reule RCG, Härdle WK , Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies, The European Journal of Finance , 2020 |
| 2020 |
An AI approach to Measuring Financial Risk, Singapore Economic Review, 2020 |
| 2019 |
Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics, Quantitative Finance, vol. 19, 9, pp. 1473-1489, 2019 |
| 2019 |
Network Quantile Autoregression, Journal of Econometrics, vol. 212, 1, pp. 345-358, 2019 |
| 2019 |
Dynamic credit default swaps curves in a network topology, Quantitative Finance, vol. 19, 10, pp. 1705-1726, 2019 |
| 2019 |
Dynamic semi-parametric factor model for functional expectiles , Computational Statistics, vol. 34, 2, pp. 489-502, 2019 |
| 2019 |
Investing with cryptocurrencies -A liquidity constrained investment approach., Journal Of Financial Econometrics, vol. 19, 11, pp. 1817-1837, 2019 |
| 2019 |
Model-driven statistical arbitrage on LETF option markets, Quantitative Finance, 2019 |
| 2019 |
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models, Pattern Recognition Letters, vol. 125, 1, pp. 542-548, 2019 |
| 2019 |
Forecasting in Blockchain-based Local Energy Markets, Energies , vol. 12, 14, pp. 2718-, 2019 |
| 2019 |
Modelling Industry Interdependency Dynamics in a Network Context, Studies in Economics and Finance, Studies in Economics and Finance, Studies in Economics and Finance, 2019 |
| 2019 |
Risk-Constrained Kelly Portfolio under alpha stable laws, Computational Economics, pp. 1-26, 2019 |
| 2019 |
Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid, CompStat Data Analysis, vol. 2018, 001, 2019 |
