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Browsing All of EconStor by Author Schienle, Melanie
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Showing results 21 to 33 of 33
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Year of Publication
Title
Author(s)
2015
Misspecification Testing in GARCH-MIDAS Models
Conrad, Christian
;
Schienle, Melanie
2015
Misspecification Testing in GARCH-MIDAS Models
Conrad, Christian
;
Schienle, Melanie
2016
Semiparametric estimation with generated covariates
Mammen, Enno
;
Rothe, Christoph
;
Schienle, Melanie
2016
Systemic risk spillovers in the European banking and sovereign network
Betz, Frank
;
Hautsch, Nikolaus
;
Peltonen, Tuomas A.
;
Schienle, Melanie
2016
Beyond dimension two: A test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
2018
Time-varying Limit Order Book Networks
Härdle, Wolfgang Karl
;
Chen, Shi
;
Liang, Chong
;
Schienle, Melanie
2019
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
2019
Effectiveness of policy and regulation in European sovereign credit risk markets: A network analysis
Buse, Rebekka
;
Schienle, Melanie
;
Urban, Jörg
2019
Determination of vector error correction models in high dimensions
Liang, Chong
;
Schienle, Melanie
2019
Measuring connectedness of euro area sovereign risk
Buse, Rebekka
;
Schienle, Melanie
2019
Testing for an omitted multiplicative long-term component in GARCH models
Conrad, Christian
;
Schienle, Melanie
2019
Effectiveness of policy and regulation in European sovereign credit risk markets: A network analysis
Buse, Rebekka
;
Schienle, Melanie
;
Urban, Jörg
2021
High-dimensional statistical learning techniques for time-varying limit order book networks
Chen, Shi
;
Härdle, Wolfgang
;
Schienle, Melanie