Wolfgang Karl Härdle
Wolfgang Karl Härdle publishes mostly in Finance, Statistics and Probability and Economics and Econometrics, on topics such as Financial Risk and Volatility Modeling, Statistical Methods and Inference and Stochastic processes and financial applications.
- World rank
- #42,552 of 7,710,434 ranked researchers
- Rank in Germany
- #2,447 of 364,343
- Works
- 1,554
- Citations
- 35k
- Citations per work
- 22.5
What does Wolfgang Karl Härdle research?
Wolfgang Karl Härdle's work is mostly in Economics, Econometrics and Finance (40%), Mathematics (19%), Computer Science (7%).
Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.
The fields and subfields, with their numbers
- Social Sciences70645.4%
- Economics, Econometrics and Finance62640.3%
- Decision Sciences795.1%
- Everything else45129.0%
- Physical Sciences39825.6%
- Mathematics29418.9%
- Computer Science1046.7%
- 1Finance23% of their works
- 2Statistics and Probability19% of their works
- 3Economics and Econometrics15% of their works
- 4Artificial Intelligence7% of their works
- 5Management Science and Operations Research5% of their works
- 6General Economics, Econometrics and Finance3% of their works
Research topics
- Financial Risk and Volatility Modeling
- Statistical Methods and Inference
- Stochastic processes and financial applications
- Advanced Statistical Methods and Models
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
Which keywords describe Wolfgang Karl Härdle's research?
The keywords of their largest research topics: GARCH Models, Volatility, Regularization, Variable Selection, Option Pricing, Stochastic Calculus, Multicollinearity and Regression Analysis.
- Default Risk
- Stock Returns
- Oil Price Shocks
- Multifractal Analysis
- Regression Analysis
- Stochastic Calculus
- Variable Selection
- Volatility
- GARCH Models
- Regularization
- Option Pricing
- Multicollinearity
- Econophysics
- Economic Policy Uncertainty
- Asset Pricing
- Credit Spread Changes
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most. The words come from the keyword list OpenAlex gives each topic, not from the text of the papers, so a word can appear that none of the papers uses.
All 16 words, with their numbers
- GARCH Models2641 topic
- Volatility2641 topic
- Regularization2541 topic
- Variable Selection2541 topic
- Option Pricing2061 topic
- Stochastic Calculus2061 topic
- Multicollinearity1771 topic
- Regression Analysis1771 topic
- Econophysics1711 topic
- Multifractal Analysis1711 topic
- Economic Policy Uncertainty1261 topic
- Oil Price Shocks1261 topic
- Asset Pricing1051 topic
- Stock Returns1051 topic
- Credit Spread Changes861 topic
- Default Risk861 topic
Where does Wolfgang Karl Härdle work?
Wolfgang Karl Härdle's main affiliation in the publication record is Humboldt-Universität zu Berlin, Germany.
How many publications and citations does Wolfgang Karl Härdle have?
OpenAlex counts 1,554 works and 34,972 citations for Wolfgang Karl Härdle, an h-index of 85, ranking #42,552 of 7,710,434 researchers worldwide on the quality score.
Ranked on field-normalised citation excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.
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