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DateTitle Authors
2007 Quantile sieve estimates for time seriesFranke, Jürgen / Stockis, Jean-Pierre / Tadjuidje, Joseph
2004 Testing for neglected nonlinearity in cointegrating relationshipsBlake, Andrew P. / Kapetanios, George
2008 Support vector regression based GARCH model with application to forecasting volatility of financial returnsChen, Shiyi / Jeong, Kiho / Härdle, Wolfgang Karl
2008 The default risk of firms examined with smooth support vector machinesHärdle, Wolfgang Karl / Lee, Yuh-Jye / Schäfer, Dorothea / Yeh, Yi-Ren
2008 How Can Voters Classify an Incumbent under Output PersistenceCaleiro, António
2008 The bayesian additive classification tree applied to credit risk modellingZhang, Junni L. / Härdle, Wolfgang Karl
2007 The default risk of firms examined with Smooth Support Vector Machines;Härdle, Wolfgang Karl / Lee, Yuh-Jye / Schäfer, Dorothea / Yeh, Yi-Ren
2006 Estimation of default probabilities with Support Vector MachinesChen, Shiyi / Härdle, Wolfgang Karl / Moro, Rouslan A.
2006 Graphical data representation in bankruptcy analysisHärdle, Wolfgang Karl / Moro, Rouslan A. / Schäfer, Dorothea
2008 Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returnsChen, Shiyi / Jeong, Kiho / Härdle, Wolfgang Karl

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