Prof. Dr. Wolfgang Karl Härdle
Member
- Smoothing methods
- Discrete choice models
- Statistical modeling of financial markets
"Above the clouds there is no rain." Wolfgang Karl Härdle
Wolfgang K. Härdle, born in 1953, has been director of the Ladislaus von Bortkiewicz Chair of Statistics at the Department of Economics and Business Administration at the Humboldt-Universität zu Berlin since 1992. He is Coordinator of the "Collaborative Research Center 649: Economic Risk". Since October 2013 he has also headed the newly established International Research Training Group, a joint project with Xiamen University in China. His research interests are smoothing methods, discrete choice models, statistical modelling of financial markets and computer-aided statistics. His more recent work deals with the modelling of implied volatilities and the statistical analysis of financial risk.
Since 14 Feburary 2014, Prof. Wolfgang K. Härdle is a member of the IRI THESys.
Selected publications
Burdejova, P.; Härdle, K.; Kokoszka, P.; Xiong, Q. (2017): Change point and trend analyses of annual expectile curves of tropical storms, Econometrics and Statistics, 1, 101-117. doi: 10.1016/j.ecosta.2016.09.002.
Härdle, W.; Yu, L.; Wang, W. (2016): TENET - Tail Event driven NETwork risk, Journal of Econometrics, 192, 499-513. doi: 10.1016/j.jeconom.2016.02.013.
Lu, M.J.; Chen, C.Y.H.; Härdle, W.K. (2016): Copula-based factor model for credit risk analysis, Review of Quantitative Finance and Accounting. doi: 10.1007/s11156-016-0613-x.
Grith, M.; Härdle, W.; Krätschmer, V. (2015): Reference-dependent preferences and the Empirical Pricing Kernel Puzzle, Review of Finance, 21, 269-298. doi: 10.1093/rof/rfv062.
Zhang, J.; Härdle, W.; Chen, Y.; Bommes, E. (2015): Distillation of News Flow into Analysis of Stock Reactions, Journal of Business & Economic Statistics, 34, 547-563. doi: 10.1080/07350015.2015.1110525.
