Wolfgang Karl Härdle

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Charles University

Czech Republic

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Recent Grants

Grant: Close

GRK 1792 Hochdimensionale nicht stationäre Zeitreihen

Open Date: 2012-09-01

Close Date: 2023-03-01

Grant: Close

SFB 649 Ökonomisches Risiko

Open Date: 2005-01-01

Close Date: 2016-12-01

Grant: Close

SFB 373 Quantifikation und Simulation ökonomischer Prozesse

Open Date: 1994-01-01

Close Date: 2003-12-01

Articles (12)

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2026

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2025

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2024

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2023

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2023

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2023

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2023

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2023

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2020

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2020

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2020

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2020

Collaborators (1)

Jeffrey Sheen

Macquarie University

AUSTRALIA

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Wolfgang Karl Härdle

Research Interests

Contact this professor

Recent Grants

Articles (12)

In the beginning was the Word: LLM-VaR and LLM-ES

A machine learning based regulatory risk index for cryptocurrencies

A Time-Varying Network for Cryptocurrencies

Sampling Importance Resampling Algorithm with Nonignorable Missing Response Variable Based on Smoothed Quantile Regression

Are cryptos becoming alternative assets?

Hedging cryptos with Bitcoin futures

Pricing Kernels and Risk Premia implied in Bitcoin Options

Weighted Competing Risks Quantile Regression Models and Variable Selection

A note on the impact of news on US household inflation expectations

Corrigendum to “Principal component analysis in an asymmetric norm” [J. Multivariate Anal. 171 (2019) 1–21] (Journal of Multivariate Analysis (2019) 171 (1–21), (S0047259X17303962), (10.1016/j.jmva.2018.10.004))

Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk

Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws

Collaborators (1)

Jeffrey Sheen

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