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Wolfgang Karl Härdle

Humboldt University of Berlin

84H-index
1.6KPaper Count
3.4WCitation Count
Published Papers 38
Publication Date
DYNAMIC FORWARD INTENSITIES FOR MULTIPERIOD DEFAULT
err2026-05-01
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PREAI
errPrastyo, Dedy dwi; Khowaja, Kainat; Chen, Cathy Yi-hsuan; Hardle, Wolfgang Karl
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Modeling SSE 50 ETF Returns and Option Pricing: Evidence from a Score-Driven GARCH-Jump Approach
err2025-10-19
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PREAI
errShi, Mingfu; Zhang, Chuanhai; Chen, Qingqing; Hardle, Wolfgang Karl
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In the beginning was the Word: LLM-VaR and LLM-ES
err2025-06-23
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errOAAI
errDaniel Traian Pele; Vlad Bolovăneanu; Min-Bin Lin; Rui Ren; Andrei Theodor Ginavar; Bruno Spilak; Alexandru-Victor Andrei; Filip-Mihai Toma; Stefan Lessmann; Wolfgang Karl Härdle
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ETF construction on CRIX
err2025-03-03
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errOAAI
errKonstantin Häusler; Wolfgang Härdle
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Multivariate probabilistic forecasting of electricity prices with trading applications
err2025-01-01
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PREAI
errAgakishiev, Ilyas; Haerdle, Wolfgang Karl; Kopa, Milos; Kozmik, Karel; Petukhina, Alla
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Cross-exchange crypto risk: A high-frequency dynamic network perspective
err2024-07-01
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errOAAI
errWang, Yifu; Lu, Wanbo; Lin, Min-Bin; Ren, Rui; Haerdle, Wolfgang Karl
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Robustifying Markowitz
err2024-02-01
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PREAI
errPetukhina, Alla; Klochkov, Yegor; Hardle, Wolfgang Karl; Zhivotovskiy, Nikita
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SONIC: SOcial Network analysis with Influencers and Communities
err2022-06-01
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errOAAI
errChen, Cathy Yi-Hsuan; Haerdle, Wolfgang Karl; Klochkov, Yegor
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Financial Risk Meter for emerging markets
err2022-04-01
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PREAI
errBen Amor, Souhir; Althof, Michael; Haerdle, Wolfgang Karl
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VCRIX - A volatility index for crypto-currencies
err2021-11-01
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errOAAI
errKim, Alisa; Trimborn, Simon; Haerdle, Wolfgang Karl
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LASSO-DRIVEN INFERENCE IN TIME AND SPACE
err2021-06-01
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errOAAI
errChernozhukov, Victor; Haerdle, Wolfgang Karl; Huang, Chen; Wang, Weining
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Antisocial online behavior detection using deep learning
err2020-11-01
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errOAAI
errZinovyeva, Elizaveta; Hardle, Wolfgang Karl; Lessmann, Stefan
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Regularization approach for network modeling of German power derivative market
err2019-09-01
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errChen, Shi; Haerdle, Wolfgang Karl; Cabrera, Brenda Lopez
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Network quantile autoregression
err2019-09-01
err47
errOAAI
errZhu, Xuening; Wang, Weining; Wang, Hansheng; Haerdle, Wolfgang Karl
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Tail event driven networks of SIFIs
err2019-01-01
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errOAAI
errChen, Cathy Yi-Hsuan; Haerdle, Wolfgang Karl; Okhrin, Yarema
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Improving crime count forecasts using Twitter and taxi data
err2018-09-01
err53
errOAAI
errVomfell, Lara; Haerdle, Wolfgang Karl; Lessmann, Stefan
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