Browsing All of EconStor by Author Schienle, Melanie


Showing results 21 to 33 of 33
< previous 
Year of PublicationTitleAuthor(s)
2015Misspecification Testing in GARCH-MIDAS ModelsConrad, Christian; Schienle, Melanie
2015Misspecification Testing in GARCH-MIDAS ModelsConrad, Christian; Schienle, Melanie
2016Semiparametric estimation with generated covariatesMammen, Enno; Rothe, Christoph; Schienle, Melanie
2016Systemic risk spillovers in the European banking and sovereign networkBetz, Frank; Hautsch, Nikolaus; Peltonen, Tuomas A.; Schienle, Melanie
2016Beyond dimension two: A test for higher-order tail riskBormann, Carsten; Schaumburg, Julia; Schienle, Melanie
2018Time-varying Limit Order Book NetworksHärdle, Wolfgang Karl; Chen, Shi; Liang, Chong; Schienle, Melanie
2019Detecting structural differences in tail dependence of financial time seriesBormann, Carsten; Schienle, Melanie
2019Effectiveness of policy and regulation in European sovereign credit risk markets: A network analysisBuse, Rebekka; Schienle, Melanie; Urban, Jörg
2019Determination of vector error correction models in high dimensionsLiang, Chong; Schienle, Melanie
2019Measuring connectedness of euro area sovereign riskBuse, Rebekka; Schienle, Melanie
2019Testing for an omitted multiplicative long-term component in GARCH modelsConrad, Christian; Schienle, Melanie
2019Effectiveness of policy and regulation in European sovereign credit risk markets: A network analysisBuse, Rebekka; Schienle, Melanie; Urban, Jörg
2021High-dimensional statistical learning techniques for time-varying limit order book networksChen, Shi; Härdle, Wolfgang; Schienle, Melanie