Hrdle, Wolfgang Karl

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0. Academic Rankings
24630
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1. General
Hrdle, Wolfgang Karl
Prof. Dr.
20. October 1953
male
Ladislaus von Bortkievicz Chair of Statistics
Institute for Statistics und Econometrics
School of Business and Economics
Humboldt-Universitt zu Berlin
Unter den Linden 6
10099 Berlin, Germany
+49 30 2093 5631
+49 30 2093 5649
haerdle@hu-berlin.de
Professor (C4) of Statistics
Three children (36, 32, 30)

2. Education
04/1978 Diploma in Mathematics, Fridericiana
Karlsruhe
Advisor: Prof. Dr. Harro Heuser

Universitt

3. Scientific Degrees
05/1988 Habilitation in Statistics and Econometrics,
University
Advisor: Prof. Dr. Werner Hildenbrand
07/1982 Dr. rer.nat. in Mathematics, University Heidelberg
Advisor: Prof. Dr. Theo Gasser

Bonn

4. Professional Experience
06/1992 to date Professor of Statistics at Humboldt-Universitt zu Berlin
1992 Visiting Professor at CentER, Tilburg University
10/1990 06/1992 Professeur Ordinaire at CORE, Universite Catholique de
Louvain

10/1989 09/1990 Visiting Professor at

Louvain
11/1985 09/1989 Research associate at
10/1983 10/1985 Research associate at
08/1978 09/1983 Research associate at

CORE, Universite Catholique de

Bonn University
Frankfurt University
Heidelberg University

5. Miscellaneous
Editor: Statistics and Computing, book series, Springer (since 1992) - Handbook
of Computational Statistics
Springer (since 2001) - Statistik und Ihre
Anwendungen Springer (book series since 2000) - Advisory Board Financial
Econometrics, Oxford University Press (since 2000) - Advisory Board J.
Probability and Statistical Science (since 2004)
Associate editor: Statistics and Risk Modelling (since 2011)
Organization of international scientific meetings and research seminars: Smart
data in a digital economy, Xiamen University, China (2015) - Copulae on the
cross road between math and economics, Oberwolfach (2015) - HumboldtAarhus-Xiamen workshop, Berlin (2014) - Energy and Finance Workshop,
Stolberg (2014)
International honours and foreign professorships: Foreign Expert Professor,
Xiamen University, Xiamen, China (2015) - Academic Committee of MOE Key
Lab of Econometrics, Xiamen University (2015) - Honorary Guest Professor
Chung Hua University, Hsinchu, Taiwan (2015) - IRI THESyS member,
Humboldt-Universitt zu Berlin (2014) - Multa Scripsit Award Econometric
Theory, Cambridge University Press (2012) - Council Member of the
International Society for NonParametric Statistics (ISNPS, 2012) - Advisor:
Financial statistics and risk management Master program, Rutgers University
(2009)
6. Selected publications
Hrdle, W. K., Yu, L. and Wang, W. (2016) TENET - Tail Event driven NETwork risk. J
Econometrics, accepted 20151225
Chao, S.K., Proksch, K., Dette, H.and Hrdle, W. (2015) Confidence Corridors for
Multivariate Generalized Quantile Regression J. Business Econ. Statistics,
DOI:10.1080/07350015.2015.1054493
Hrdle, W., B. Lopez Cabrera and H. W. Teng (2015) State Price Densities implied
from Weather Derivatives, Insurance: Mathematics and Economics.
http://dx.doi.org/10.1016/j.insmatheco.2015.05.001
Zhang, J.Z., Hrdle, W.K., Chen, Y.C. and Bommes, E. (2015) Distillation of News
Flow into Analysis of Stock Reactions, J. Business Econ. Statistics,
DOI:10.1080/07350015.2015.1110525
Majer, P., Mohr, P., Heekeren, H. and Hrdle, W. (2015) Portfolio Decisions and
Brain Reactions via the CEAD method. Psychometrika, DOI 10.1007/s11336015-9441-5
Song, R., Hrdle, W. and Ritov, J. (2014) High Dimensional Nonstationary Time
Series Modelling with Generalized Dynamic Semiparametric Factor Model
Econometrics Journal, 17, 1-32, doi: 10.1111/ectj.12024
Chen, R.B., Chen, Y. and Hrdle, W. (2014) TVICA - Time varying independent
component analysis, J. Comp. Stat. Data Analysis, 74: 95-109, DOI:
http://dx.doi.org/10.1016/j.csda.2014.01.002

Hrdle, W., Hautsch, N. and Mihoci, A. (2014) Local Adaptive Multiplicative Error
Models for High-Frequency Forecasts. J. Applied Econometrics, DOI:
10.1002/jae.2376
Zheng, Sh. , Yang, L., and Hrdle, W.K. (2014) A Smooth Simultaneous
Confidence Corridor for the mean of sparse functional data. 109, 506, 661673, J. Amer. Stat. Assoc., DOI:10.1080/01621459.2013.866899
Guo, M.M., Zhou, L, Huang, J.Z. and Hrdle, W. (2013) Functional Data Analysis of
Generalized Regression Quantiles, Statistics and
Computing, DOI:
10.1007/s11222-013-9425-1