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Wolfgang Karl Härdle
Humboldt University of Berlin
84
H-index
1.6K
Paper Count
3.4W
Citation Count
0
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Published Papers
38
Publication Date
Publication Date
Impact Factor
Citations
DYNAMIC FORWARD INTENSITIES FOR MULTIPERIOD DEFAULT
Singapore Economic Review
IF
1.2
2026-05-01
0
PRE
AI
Prastyo, 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
MATHEMATICS
IF
2.2
2025-10-19
0
PRE
AI
Shi, Mingfu; Zhang, Chuanhai; Chen, Qingqing; Hardle, Wolfgang Karl
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In the beginning was the Word: LLM-VaR and LLM-ES
Expert Systems with Applications
IF
7.5
2025-06-23
0
OA
AI
Daniel 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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Deep learning and NLP in cryptocurrency forecasting: Integrating financial, blockchain, and social media data
International Journal of Forecasting
IF
7.1
2025-03-18
0
OA
AI
Vincent Gurgul; Stefan Lessmann; Wolfgang Karl Härdle
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ETF construction on CRIX
FINANCIAL INNOVATION
IF
7.2
2025-03-03
0
OA
AI
Konstantin Häusler; Wolfgang Härdle
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Multivariate probabilistic forecasting of electricity prices with trading applications
ENERGY ECONOMICS
IF
14.2
2025-01-01
0
PRE
AI
Agakishiev, Ilyas; Haerdle, Wolfgang Karl; Kopa, Milos; Kozmik, Karel; Petukhina, Alla
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Cross-exchange crypto risk: A high-frequency dynamic network perspective
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF
9.8
2024-07-01
2
OA
AI
Wang, Yifu; Lu, Wanbo; Lin, Min-Bin; Ren, Rui; Haerdle, Wolfgang Karl
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Robustifying Markowitz
JOURNAL OF ECONOMETRICS
IF
4
2024-02-01
3
PRE
AI
Petukhina, Alla; Klochkov, Yegor; Hardle, Wolfgang Karl; Zhivotovskiy, Nikita
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Data-driven support for policy and decision-making in university research management: A case study from Germany
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF
6
2023-07-01
4
PRE
AI
Zharova, Alona; Haerdle, Wolfgang Karl; Lessmann, Stefan
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SONIC: SOcial Network analysis with Influencers and Communities
JOURNAL OF ECONOMETRICS
IF
4
2022-06-01
3
OA
AI
Chen, Cathy Yi-Hsuan; Haerdle, Wolfgang Karl; Klochkov, Yegor
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Financial Risk Meter for emerging markets
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE
IF
6.9
2022-04-01
13
PRE
AI
Ben Amor, Souhir; Althof, Michael; Haerdle, Wolfgang Karl
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VCRIX - A volatility index for crypto-currencies
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF
9.8
2021-11-01
28
OA
AI
Kim, Alisa; Trimborn, Simon; Haerdle, Wolfgang Karl
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LASSO-DRIVEN INFERENCE IN TIME AND SPACE
ANNALS OF STATISTICS
IF
3.7
2021-06-01
16
OA
AI
Chernozhukov, Victor; Haerdle, Wolfgang Karl; Huang, Chen; Wang, Weining
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Antisocial online behavior detection using deep learning
DECISION SUPPORT SYSTEMS
IF
6.8
2020-11-01
32
OA
AI
Zinovyeva, Elizaveta; Hardle, Wolfgang Karl; Lessmann, Stefan
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Regularization approach for network modeling of German power derivative market
ENERGY ECONOMICS
IF
14.2
2019-09-01
4
OA
AI
Chen, Shi; Haerdle, Wolfgang Karl; Cabrera, Brenda Lopez
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Network quantile autoregression
JOURNAL OF ECONOMETRICS
IF
4
2019-09-01
47
OA
AI
Zhu, Xuening; Wang, Weining; Wang, Hansheng; Haerdle, Wolfgang Karl
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Towards the interpretation of time-varying regularization parameters in streaming penalized regression models
PATTERN RECOGNITION LETTERS
IF
3.3
2019-07-01
2
OA
AI
Zbonakova, Lenka; Monti, Ricardo Pio; Haerdle, Wolfgang Karl
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Tail event driven networks of SIFIs
JOURNAL OF ECONOMETRICS
IF
4
2019-01-01
42
OA
AI
Chen, Cathy Yi-Hsuan; Haerdle, Wolfgang Karl; Okhrin, Yarema
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Improving crime count forecasts using Twitter and taxi data
DECISION SUPPORT SYSTEMS
IF
6.8
2018-09-01
53
OA
AI
Vomfell, Lara; Haerdle, Wolfgang Karl; Lessmann, Stefan
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Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics
JOURNAL OF BANKING & FINANCE
IF
3.8
2018-08-01
35
PRE
AI
Chen, Cathy Yi-Hsuan; Chiang, Thomas C.; Haerdle, Wolfgang Karl
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Research Directions
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Co-authors
Cooperation Journals
C
Charles F. Manski
H-index: 80 · Papers: 523
V
Victor Chernozhukov
H-index: 78 · Papers: 524
J
Joël L. Horowitz
H-index: 61 · Papers: 451
A
Alan Kirman
H-index: 53 · Papers: 327
E
Enno Mammen
H-index: 45 · Papers: 299
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