smoothing methods, discrete choice models, statistical modelling of financial markets and computer-aided statistics
Wolfgang Härdle, born 1953, is director of the Ladislaus von Bortkiewicz Chair of Statistics at the Department of Economics and Business Administration at Humboldt-Universität zu Berlin since 1992. Since 2012 he is the director of the International Research Training Group "High-Dimensional Non-Stationary Series Analysis". And he is Coordinator of the "Collaborative Research Center 649: Economic Risk". His research interests are smoothing methods, discrete choice models, statistical modelling of financial markets and computer-aided statistics. His most recent work is dealing with the modelling of implied volatilities and the statistical analysis of financial risk.