Erscheinungsjahr | Titel | Autor:innen |
2015 | Copula-based factor model for credit risk analysis | Lu, Meng-Jou; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl |
2016 | What derives the bond portfolio value-at-risk: Information roles of macroeconomic and financial stress factors | Tu, Anthony H.; Chen, Cathy Yi-Hsuan |
2016 | Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries | Chen, Cathy Yi-Hsuan; Chiang, Thomas C.; Härdle, Wolfgang Karl |
2016 | Dynamic topic modelling for cryptocurrency community forums | Linton, Marco; Teo, Ernie Gin Swee; Bommes, Elisabeth; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl |
2016 | A first econometric analysis of the CRIX family | Chen, Shi; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Lee, TM; Ong, Bobby |
2016 | Dynamic credit default swaps curves in a network topology | Xu, Xiu; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl |
2017 | Data Science & Digital Society | Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl |
2017 | The systemic risk of central SIFIs | Chen, Cathy Yi-Hsuan; Nasekin, Sergey |
2017 | Industry Interdependency Dynamics in a Network Context | Qian, Ya; Härdle, Wolfgang Karl; Chen, Cathy Yi-Hsuan |
2017 | Tail event driven networks of SIFIs | Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema |
2018 | Deep learning-based cryptocurrency sentiment construction | Nasekin, Sergey; Chen, Cathy Yi-Hsuan |
2018 | Textual Sentiment, Option Characteristics, and Stock Return Predictability | Chen, Cathy Yi-Hsuan; Fengler, Matthias R.; Härdle, Wolfgang Karl; Liu, Yanchu |
2018 | Textual Sentiment and Sector specific reaction | Bommes, Elisabeth; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl |
2018 | Pricing Cryptocurrency options: the case of CRIX and Bitcoin | Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Hou, Ai Jun; Wang, Weining |
2019 | What makes cryptocurrencies special? Investor sentiment and return predictability during the bubble | Chen, Cathy Yi-Hsuan; Després, Roméo; Guo, Li; Renault, Thomas |
2019 | FRM Financial Risk Meter | Mihoci, Andrija; Althof, Michael; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl |
2019 | SONIC: SOcial Network with Influencers and Communities | Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Klochkov, Yegor |
2019 | Media-expressed tone, Option Characteristics, and Stock Return Predictability | Chen, Cathy Yi-Hsuan; Fengler, Matthias R.; Härdle, Wolfgang Karl; Liu, Yanchu |
2020 | Blockchain mechanism and distributional characteristics of cryptos | Lin, Min-Bin; Khowaja, Kainat; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl |