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Our publications

Link to our Google Scholar

The Google Scholar profile contains 3000+ papers in the fields of our Action. The below list contains 50 most cited works.

  1. F. Petropoulos, D. Apiletti, V. Assimakopoulos, M. Babai, D. Barrow, S. Taieb, C. Bergmeir, R. Bessa, J. Bijak, J. Boylan,  (2022). Forecasting: theory and practice. International Journal of Forecasting, 38.0(3), 705-871. Elsevier.

  2. G. Collomb, W. Hardle, (1986). Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Stochastic processes and their applications, 23.0(1), 77-89. Elsevier.

  3. S. Trimborn, M. Li, W. Hardle,  (2020). Investing with cryptocurrencies - A liquidity constrained investment approach. Journal of Financial Econometrics, 18.0(2), 280-306. Oxford University Press.

  4. A. Tanda, C. Schena,  (2019). FinTech, BigTech and banks: Digitalisation and its impact on banking business models. Springer.

  5. K. Kadar, M. Kiraly, B. Porcsalmy, B. Molnar, G.Z. Racz, J. Blazsek, K. Kallo, E.L. Szabo, I. Gera, G. Gerber, Differentiation potential of stem cells from human dental origin-promise for tissue engineering, J Physiol Pharmacol, 60, Suppl 7,167-175,2009,

  6. E. Giacomini, W. Hardle, V. Spokoiny,  (2009). Inhomogeneous dependence modeling with time-varying copulae. Journal of Business & Economic Statistics, 27.0(2), 224-234. Taylor & Francis.

  7. P. Cizek, W. Hardle, R. Weron, W. Hardle,  (2011). Statistical tools for finance and insurance. Springer.

  8. W. Hardle, E. Mammen, M. M√ľller,  (1998). Testing parametric versus semiparametric modeling in generalized linear models. Journal of the American Statistical Association, 93.0(444), 1461-1474. Taylor & Francis Group.

  9. W. Hardle, M. Muller, S. Sperlich, A. Werwatz, (2004). Nonparametric and semiparametric models. Springer.

  10. M. Fengler, W. Hardle, C. Villa, (2003). The dynamics of implied volatilities: A common principal components approach. Review of Derivatives Research, 6.0, 179-202. Kluwer Academic Publishers.

  11. W. Hardle, P. Hall, J. Marron,  (1992). Regression smoothing parameters that are not far from their optimum. Journal of the American Statistical Association, 87.0(417), 227-233. Taylor & Francis.

  12. W. Hardle, P. Vieu, (1992). Kernel regression smoothing of time series. Journal of Time Series Analysis, 13.0(3), 209-232. Wiley Online Library.

  13. W. Hardle, W. Wang, L. Yu,  (2016). Tenet: Tail-event driven network risk. Journal of Econometrics, 192.0(2), 499-513. Elsevier.

  14. J. Osterrieder, J. Lorenz,  (2017). A statistical risk assessment of Bitcoin and its extreme tail behavior. Annals of Financial Economics, 12.0(1), 1750003. World Scientific.

  15. M. Fengler, W. Hardle, E. Mammen,  (2007). A semiparametric factor model for implied volatility surface dynamics. Journal of Financial Econometrics, 5.0(2), 189-218. Oxford University Press.

  16. D. Bredin, C. Muckley, (2011). An emerging equilibrium in the EU emissions trading scheme. Energy Economics, 33.0(2), 353-362. Elsevier.

  17. J. Horowitz, W. Hardle,  (1996). Direct semiparametric estimation of single-index models with discrete covariates. Journal of the American Statistical Association, 91.0(436), 1632-1640. Taylor & Francis Group.

  18. W. Hardle, G. Kerkyacharian, D. Picard, A. Tsybakov, (2012). Wavelets, approximation, and statistical applications. Springer Science & Business Media.

  19. W. Hardle, P. Hall, J. Marron, (1988). How far are automatically chosen regression smoothing parameters from their optimum?. Journal of the American Statistical Association, 83.0(401), 86-95. Taylor & Francis.

  20. W. Hardle, W. Hildenbrand, M. Jerison, (1991). Empirical evidence on the law of demand. Econometrica: Journal of the Econometric Society, 1525-1549. JSTOR.

  21. J. Horowitz, W. Hardle,  (1994). Testing a parametric model against a semiparametric alternative. Econometric theory, 10.0(5), 821-848. Cambridge University Press.

  22. W. Hardle, A. Tsybakov, L. Yang, (1998). Nonparametric vector autoregression. Journal of Statistical Planning and Inference, 68.0(2), 221-245. Elsevier.

  23. J. Franke, W. Hardle, C. Hafner,  (2004). Statistics of financial markets. Springer.

  24. W. Hardle, A. Bowman,  (1988). Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands. Journal of the American Statistical Association, 83.0(401), 102-110. Taylor & Francis Group.

  25. J. Chu, S. Chan, S. Nadarajah, J. Osterrieder,  (2017). GARCH modelling of cryptocurrencies. Journal of Risk and Financial Management, 10.0(4), 17. MDPI.

  26. A. Hirsa, S. Neftci,  (2013). An introduction to the mathematics of financial derivatives. Academic press.

  27. D. Keles, J. Scelle, F. Paraschiv, W. Fichtner,  (2016). Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks. Applied energy, 162.0, 218-230. Elsevier.

  28. W. Hardle, T. Gasser,  (1984). Robust non-parametric function fitting. Journal of the Royal Statistical Society Series B: Statistical Methodology, 46.0(1), 42-51. Oxford University Press.

  29. T. Kocsis, B. Molnar, D. Nemeth, P. Hegyi, Z. Szakacs, A. Balint, A. Garami, A. Soos, K. Marta, M. Solymar,  (2020). Probiotics have beneficial metabolic effects in patients with type 2 diabetes mellitus: a meta-analysis of randomized clinical trials. Scientific reports, 10.0(1), 11787. Nature Publishing Group UK London.

  30. Q. Wang, O. Linton, W. Hardle, (2004). Semiparametric regression analysis with missing response at random. Journal of the American Statistical Association, 99.0(466), 334-345. Taylor & Francis.

  31. A. Azzalini, A. Bowman, W. Hardle, (1989). On the use of nonparametric regression for model checking. Biometrika, 76.0(1), 1-11. Oxford University Press.

  32. L. Gyorfi, W. Hardle, P. Sarda, P. Vieu, (2013). Nonparametric curve estimation from time series. Springer.

  33. W. Hardle, C. Chen, L. Overbeck, (2017). Applied quantitative finance. Springer.

  34. W. Hardle, O. Linton, (1994). Applied nonparametric methods. Handbook of econometrics, 4.0, 2295-2339. Elsevier.

  35. C. Chen, W. Hardle, A. Unwin, (2007). Handbook of data visualization. Springer Science & Business Media.

  36. O. Linton, W. Hardle, (1996). Estimation of additive regression models with known links. Biometrika, 83.0(3), 529-540. Oxford University Press.

  37. J. Fan, W. Hardle, E. Mammen, (1998). Direct estimation of low-dimensional components in additive models. The Annals of Statistics, 26.0(3), 943-971. Institute of Mathematical Statistics.

  38. W. Hardle, Z. Hlavka,  (2015). Multivariate statistics: exercises and solutions. Springer.

  39. W. Hardle, T. Stoker,  (1989). Investigating smooth multiple regression by the method of average derivatives. Journal of the American statistical Association, 84.0(408), 986-995. Taylor & Francis Group.

  40. J. Osterrieder, J. Lorenz, M. Strika,  (2016). Bitcoin and cryptocurrencies-not for the faint-hearted. Available at SSRN 2867671.

  41. W. Hardle, L. Simar, W. Hardle, L. Simar,  (2015). Canonical correlation analysis. Applied multivariate statistical analysis, , 443-454. Springer Berlin Heidelberg.

  42. F. Hussain, S. Abbas, G. Shah, I. Pires, U. Fayyaz, F. Shahzad, N. Garcia, E. Zdravevski,  (2021). A framework for malicious traffic detection in IoT healthcare environment. Sensors, 21.0(9), 3025. MDPI.

  43. F. Paraschiv, D. Erni, R. Pietsch,  (2014). The impact of renewable energies on EEX day-ahead electricity prices. Energy Policy, 73.0, 196-210. Elsevier.

  44. A. Yatchew, W. Hardle,  (2006). Nonparametric state price density estimation using constrained least squares and the bootstrap. Journal of Econometrics, 133.0(2), 579-599. Elsevier.

  45. W. Hardle, J. Marron,  (1990). Semiparametric comparison of regression curves. The Annals of Statistics, , 63-89. Institute of Mathematical Statistics.

  46. M. Kiraly, B. Porcsalmy, A. Pataki, K. Kadar, M. Jelitai, B. Molnar, P. Hermann, I. Gera, W. Grimm, B. Ganss,  (2009). Simultaneous PKC and cAMP activation induces differentiation of human dental pulp stem cells into functionally active neurons. Neurochemistry international, 55.0(5), 323-332. Pergamon.

  47. W. Hardle, H. Liang, J. Gao, (2000). Partially linear models. Springer Science & Business Media.

  48. S. Trimborn, W. Hardle,  (2018). CRIX an Index for cryptocurrencies. Journal of Empirical Finance, 49.0, 107-122. Elsevier.

  49. W. Hardle, A. Kirman,  (1995). Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market. Journal of Econometrics, 67.0(1), 227-257. Elsevier.

  50. S. Chan, J. Chu, S. Nadarajah, J. Osterrieder,  (2017). A statistical analysis of cryptocurrencies. Journal of Risk and Financial Management, 10.0(2), 12. MDPI.

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