Wolfgang Karl Härdle

High Dimensional Nonstationary Time Series | W. Härdle

Wolfgang Karl Härdle

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沃夫冈是柏林洪堡大学经济商学院的终身教授, 统计与计量研究所，数据研究中心主任，数字资产研究所主任，以及厦门大学的外籍专家教授。

Me in 2D:

FRM

"There is no rain above the clouds"

Motto

Research

My Erdös Number: 3 (Serfling -> Deheuvels -> Erdös)

My ORCiD: 00000001-5600-3014

Citations

Welcome to my Google scholar citation statistics, WorldCat Identities , RePEc , Handelsblatt rank statistics, ResearchGate and SSRN publication statistics

Career

Professor of Statistics at Humboldt-Universität zu Berlin from 1992

Visiting Professor at CentER, Tilburg University in 1992

Ordinary Professor at CORE, Catholic University of Louvain in 1990-1992

Visiting Professor at CORE, Universite Catholique de Louvain in 1989-1990

Research associate at Bonn University in 1985-1989

Research associate at Frankfurt University in 1983-1985

Research associate at Heidelberg University in 1978-1983

Habilitation in Statistics and Econometrics at Bonn University in 1988

Doctorate (Dr. rer. Nat.) At University Heidelberg in 1982

Study at Fridericiana Universität Karlsruhe: Mathematics, Computer Science and Physics - graduated in 1978 as Diplom-Mathematiker

Honors

2019 - 2023	YuShan 玉山Scholar, Taiwan
2018 -	Scientific Board of Folia Oeconomica Stetinensia
2017 -	Charter Fellow, INDI Inst. Nonlinear Dynamics, RUDN University, Moscow
2016 - 2018	Guest Professor, National Jiaotong University, Hsinchu, Taiwan
2015 -	Foreign Expert Professor, Xiamen University, China
2015 -	Academic Committee of MOE Key Lab of Econometrics, Xiamen University, China
2015 -	Honorary Guest Professor, Chung Hua University, Hsinchu, Taiwan
2014 -	IRI THESyS member, Humboldt University Berlin
2013	Honorary Member of the Scientific Council, Inst. Econ. Forecasting, Romanian Academy of Science
2012	Multa Scripsit Award “Econometric Theory”, Cambridge University Press
2010 -	Council Member of the International Society for NonParametric Statistics (ISNPS)
2009 -	Advisor: Financial statistics and risk management Master program, Rutgers University
2009-2016	Distinguished Visiting professor WISE, Xiamen University, China
2008	Founding Council Member of the Society for Financial Econometrics (SoFiE)
2007	Faculty Research Prize for outstanding research achievements
2006-2010	Member of the National Center Econometric Research, QUT, Australia
2003 -	“Highly cited scientist” on the list provided by ISI, Institute of Scientific Information. In 2003-2014 the only “highly cited scientist” at Humboldt-Universität zu Berlin.
2002-2013	Advisor: Guanghua School of Management, Beĳing University
2001 - 2003	Vice President IASC (Int. Assoc. Of Statistical Computing)
2000-2004	Advisory Board: Ferrell Assett Management, Singapore
1997	Fellow International Statistical Institute
1992	Fellow Institute of Mathematical Statistics

Genealogy spiral

The Mathematics Genealogy Project

Books and Proceedings

The biggest feature of the textbook "Applied Multivariate Statistical Analysis" by Professor Hadler and Professor Simma is the perfect combination of statistical theory and application. The book provides a large number of cases in the fields of finance and economics to illustrate relevant statistics. Quantitative theory, and readers can download the corresponding MATLAB or R language program to reproduce all the examples and graphics in the book, which is very helpful for readers to quickly understand and flexibly use high-dimensional data statistical analysis methods in practice. .
—— Fan Jianqing, Chair Professor of Princeton University, Distinguished Professor of Chinese Academy of Sciences

Härdle WK, Simar L (2019) Applied Multivariate Statistical Analysis. 5th ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-030-26005-7, e-ISBN 978-3-030-26006-4 (558 p), DOI: 10.1007 / 978-3-030-26006-4 Springer link
Franke J, Härdle WK, Hafner C (2019) Statistics of Financial Markets: an Introduction. 5th ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-030-13750-2, e-ISBN 978-3-030-13751-9 (585 p), DOI: 10.1007 / 978-3-030-13751-9 Springer link
Härdle WK, Lu HS, Shen CS (2018) Handbook of Big Data Analytics., Springer-Verlag Berlin Heidelberg. ISBN 978-3-319-18284-1, DOI: 10.1007 / 978-3-319-18284-1 Springer link
Härdle WK, Chen YC, Overbeck L (2017) Applied Quantitative Finance. 3rd ed., Springer-Verlag Berlin Heidelberg. ISBN 978-3-662-54485-3, e-ISBN 978-3-662-54486-0 (516 p), DOI: 10.1007 / 978-3-662-54486-0 Springer link
Härdle WK, Okhrin O, Okhrin Y (2017) Basic Elements of Computational Statistics., Springer-Verlag Berlin Heidelberg. ISBN 978-3-319-55335-1, e-ISBN 978-3-319-55336-8 (516 p), DOI: 10.1007 / 978-3-319-55336-8 Springer link
Franke J, Härdle WK, Hafner C (2016) Financial Measurement: Statistical Analysis of Financial Markets , Fourth Edition. Chinese translation of Statistics of Financial Markets: an Introduction. Mechanical Industry Press. ISBN 9787111549383 link
Van den Berg T, Bommes E, Härdle WK, Petukhina A (2016) Computing Machines, License: CC BY-NC-SA 3.0. DOI: 10.20386 / hub-43565 link
Härdle WK, Klinke S, Rönz B (2015) Introduction to Statistics (Using Interactive MM * Stat Elements), Springer Verlag, Berlin Heidelberg. ISBN 978-3-319-17703-8, e-ISBN 978-3-319-17704-5 (516 p), DOI: 10.1007 / 978-3-319-17704-5 Springer link
Härdle WK, Hlávka Z (2015) Multivariate Statistics: Exercises and Solutions, 2nd ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-642-36004-6, e-ISBN 978-3-642-36005-3 (362 p), DOI: 10.1007 / 978-3-642-36005-3 Springer link
Härdle WK, Simar L (2015) Applied Multivariate Statistical Analysis, 4th ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-662-45170-0, e-ISBN 978-3-662-45171-7 (580 p), DOI: 10.1007 / 978-3-662-45171-7 Springer link
Härdle WK, Spokoiny V, Panov V, Wang W (2014) Basics of Modern Mathematical Statistics: Exercises and Solutions, Springer Verlag, Heidelberg. ISBN 978-3-642-36850-9 (185 p) Springer link
Jaworski P, Durante F, Härdle WK (2013) Copulae in Mathematical and Quantitative Finance, Springer Verlag, Heidelberg. ISBN 978-3-642-35406-9 (294 p) Springer link
Borak S, Härdle WK, López-Cabrera B (2013) Statistics of Financial Markets, Exercise and Solutions. 2nd ed., Springer Verlag, Heidelberg. ISBN 978-3-642-33929-5 (246 p) Springer link
Duan JC, Gentle JE, Härdle WK (2012) Handbook of Computational Finance. Springer Verlag, Heidelberg. ISBN 978-3-642-17253-3 (900p), DOI: 10.1007 / 978-3-642-17254-0 Springer link
Gentle J, Härdle WK, Mori Y (2012) Handbook of Computational Statistics, Concepts and Methods. 2nd ed. Springer Verlag, Heidelberg. ISBN 3-540-40464-3 (1078 p) DOI: 10.1007 / 978-3-642-21551-3 Springer link
Cizek P, Härdle WK, Weron R (2011) Statistical Tools for Finance and Insurance. 2nd ed., Springer Verlag, Heidelberg. ISBN 978-3-642-18061-3 (420 p) Springer link
Härdle WK, Simar L (2011) Applied Multivariate Statistical Analysis , Second Edition. Chinese translation of Applied Multivariate Statistical Analysis. Peking University Press. ISBN 978-7-301-16772-4 / F-2670 (445 p) link
Jaworski P, Durante F, Härdle WK, Rychlik T (eds) (2010) Copula Theory and Its Applications, Proceedings of the Workshop held in Warsaw September 25-26, 2009, Lecture Notes in Statistics , ISBN 978-3-642-12464- 8, (327 p) DOI: 10.1007 / 978-3-642-12465-5 Springer link
Härdle WK, Hautsch N, Overbeck L (2009) Applied Quantitative Finance. 2nd extended ed., Springer Verlag, Heidelberg. ISBN 978-3-540-69177-8 (448 p) Springer link
Chen CH, Härdle WK, Unwin A (2008) Handbook of Data Visualization. Springer Verlag, Heidelberg. ISBN 3-540-33036-4 (936 p) Springer link
Härdle WK, Mori Y, Vieu P (2006) Statistical methods in Biostatistics and Related Fields. Springer Verlag, Heidelberg. ISBN 3-540-32690-1 (420 p) Springer link
Springer link Sperlich S, Härdle WK, Aydinli G (2006) The Art of Semiparametrics Springer Verlag, Heidelberg. ISBN 3-7908-1700-7 (178p) DOI: 10.1007 / 3-7908-1701-5
Franke J, Härdle WK, Hafner C (2004) Introduction to the statistics of the financial markets. (2nd edition) Springer Verlag, Heidelberg. ISBN 3-540-41722-2 (428 p) Springer link
Härdle WK, Müller M, Sperlich S, Werwatz A (2004) Nonparametric and Semiparametric Models Springer Verlag, Heidelberg. ISBN 3-540-20722-8 (340 p)
Härdle WK, Hlávka Z, Klinke S (2003) Toukei Kaiseki Kankyo XploRe ¨C Apurikeishon gaido. Japanese translation of XploRe ¨C Application Guide, (translated by Tomoyuki Tarumi, Toshinari Kamakura, Yuichi Mori, Yashiro Yamamoto, Junji Nakano and Hiroshi Yadohisa) Kyoritsu Shuppan Publisher Tokyo ISBN 4-320-01745-5.
Härdle WK, Rönz B (2002) COMPSTAT 2002 Proceedings. Physika Verlag, Heidelberg. ISBN 3-7908-1517-9 (648 p)
Härdle WK, Rönz B (2001) MM * Stat - an interactive introduction to the world of statistics. Springer Verlag, Heidelberg. ISBN 3-540-14893-0 (CD ROM + software)
Härdle WK, Klinke S, Müller M (2001) Toukei Kaiseki Kankyo XploRe ¨C rahningu gaido. Japanese translation of XploRe ¨C Learning Guide, (translated by Tomoyuki Tarumi, Yuichi Mori, Yashiro Yamamoto, Junji Nakano and Hiroshi Yadohisa) Kyoritsu Shuppan Publisher Tokyo ISBN 4-320-01678-5 C3041.
Härdle WK, Hlávka Z, Klinke S (2000) XploRe Application Guide. Springer Verlag, Heidelberg. ISBN 3-540-67545-0, (525 p) Springer link
Härdle WK, Liang H, Gao J (2000) Partially Linear Models. Physika Verlag, Heidelberg. ISBN 3-7908-1300-1, 17 figs, 11 tabs, (203 p) Springer link
Franke J, Härdle WK, Stahl G (eds.) (2000) Measuring Risk in Complex Stochastic Systems. Lecture Notes in Statistics, Springer Verlag, Heidelberg. ISBN 0-387-98996-X (272 p) Springer link
Härdle WK, Klinke S, Müller M (1999) XploRe - the statistical computing environment. CD-ROM, with Handbook Learning Guide. Springer Verlag, Heidelberg. ISBN 3-540-14767-5, (520 p) Springer link
Härdle WK, Kerkyiacharian G, Picard D, Tsybakov AB (1998) Wavelets, Approximation and Statistical Applications. Lecture Notes in Statistics, 129, Springer Verlag, Heidelberg. ISBN 0-387-98453-4, (265 p) Springer link
Härdle WK, Schimek M (eds.) (1996) Statistical Theory and Computational Aspects of Smoothing. Physika Verlag, Heidelberg. ISBN 3-7908-0930-6, (265 p)
Härdle WK, Klinke S, Turlach B (1995) XploRe - an interactive statistical computing environment. Springer Verlag, New York. ISBN 0-387-94429-X (387 p)
Härdle WK, Simar L (eds.) (1993) Computer Intensive Methods in Statistics. Physica publishing house. ISBN 3-7908-0677-3 (176 p)
Härdle WK (1993) Prikladnaja Neparametricheskaya Regressija. Russian Translation of "Applied Nonparametric Regression", MIR Publishers Moscow. (348 p)
Härdle WK (1991) Smoothing Techniques, with Implementation in S. Springer Verlag, Heidelberg New York. ISBN 3-540-97367-2 (261 p)
Härdle WK (1990) Applied Nonparametric Regression. Econometric Society Monograph Series 19, Cambridge University Press. ISBN 0-521-42950-1 (333 p)
Györfi L, Härdle WK, Sarda P, Vieu P (1989) Nonparametric Curve Estimation from Time Series. Lecture Notes in Statistics, 60th Springer Verlag, Heidelberg ISBN 3-540-97174-2 (152 p) Springer link
Franke J, Härdle WK, Martin D (eds.) (1984) Robust and Nonlinear Time Series Analysis. Lecture Notes in Statistics, 26. Springer Verlag, Heidelberg ISBN 3-540-96102-X (286 p) Springer link