Wolfgang Karl Härdle
Humboldt-Universität zu Berlin
H-index: 88
Europe-Germany
Top articles of Wolfgang Karl Härdle
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Emoji Driven Crypto Assets Market Reactions | arXiv preprint arXiv:2402.10481 | Xiaorui Zuo Yao-Tsung Chen Wolfgang Karl Härdle | 2024/2/16 |
Emoji-Driven Sentiments in Cryptocurrency Markets: Integrating Visual and Textual Contexts | Available at SSRN | Xiaorui ZUO Yao-Tsung CHEN Wolfgang Karl Härdle | 2024/2/11 |
Robustifying markowitz | Journal of Econometrics | Alla Petukhina Yegor Klochkov Wolfgang Karl Härdle Nikita Zhivotovskiy | 2024/2/1 |
What Drives Crypto’s Volatility Persistence: A Data Analytic Probe on Ethereum | Available at SSRN | Min-Bin Lin Cathy Yi‐Hsuan Chen Wolfgang Karl Härdle | 2024 |
Cross-exchange crypto risk: A high-frequency dynamic network perspective | Available at SSRN 4308825 | Yifu Wang Wanbo Lu Min-Bin Lin Rui Ren Wolfgang K Härdle | 2022/12/21 |
On SGX’s Voyage to Corporate Sustainability: Exploring Emerging Topics in Multi-Industry Corpora | Xinwen Ni Min-Bin Lin Simon Schillebeeckx Wolfgang Karl Härdle | 2024 | |
Financial Risk Meters in Taiwan’s High-Cap Sectors | Available at SSRN 4787434 | Siang-Li Jheng Huei-Wen Teng Wolfgang Karl Härdle | 2024/3/31 |
Sampling Importance Resampling Algorithm with Nonignorable Missing Response Variable Based on Smoothed Quantile Regression | Mathematics | Jingxuan Guo Fuguo Liu Wolfgang Karl Härdle Xueliang Zhang Kai Wang | 2023/12/8 |
Smoothed quantile regression for partially functional linear models in high dimensions | Biometrical Journal | Zhihao Wang Yongxin Bai Wolfgang K Härdle Maozai Tian | 2023/10 |
Model checking for generalized partially linear models | TEST | Xinmin Li Haozhe Liang Wolfgang Härdle Hua Liang | 2023/11/6 |
A novel statistical framework for the analysis of the degree of technology adoption | arXiv preprint arXiv:2303.10387 | Vahidin Jeleskovic David Alexander Behrens Wolfgang Karl Härdle | 2023/3/18 |
Hedging cryptos with Bitcoin futures | Quantitative Finance | Francis Liu Natalie Packham Meng-Jou Lu Wolfgang Karl Härdle | 2023/5/4 |
Multivariate probabilistic forecasting of electricity prices with trading applications | Available at SSRN 4527675 | Ilyas Agakishiev Wolfgang Karl Härdle Karel Kozmik Milos Kopa Alla Petukhina | 2023/7/19 |
An AI approach to measuring financial risk | The Singapore Economic Review | Lining Yu Wolfgang Karl Härdle Lukas Borke Thijs Benschop | 2023/9/30 |
Forecasting Cryptocurrency Prices Using Deep Learning: Integrating Financial, Blockchain, and Text Data | arXiv preprint arXiv:2311.14759 | Vincent Gurgul Stefan Lessmann Wolfgang Karl Härdle | 2023/11/23 |
Exploring Research Visibility of the FinAI COST Action Members: a Bibliometric Analysis of Topics | Available at SSRN 4616662 | Piotr Wojcik Maciej Świtała Wolfgang Karl Härdle Codruta Mare Daniel Traian Pele | 2023/10/29 |
Weighted competing risks quantile regression models and variable selection | Mathematics | Erqian Li Jianxin Pan Manlai Tang Keming Yu Wolfgang Karl Härdle | 2023/3/8 |
Pricing Kernels and Risk Premia implied in Bitcoin Options | Risks | Julian Winkel Wolfgang Karl Härdle | 2023/4/30 |
Are cryptos becoming alternative assets? | The European Journal of Finance | Daniel Traian Pele Niels Wesselhöfft Wolfgang Karl Härdle Michalis Kolossiatis Yannis G Yatracos | 2023/7/3 |
Assessing Network Risk with FRM: Links with Pricing Kernel Volatility and Application to Cryptocurrencies | Available at SSRN 4574619 | Ruting Wang Valerio Potì Wolfgang Karl Härdle | 2023/9/18 |
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