Year of Publication | Title | Author(s) |
2004 | Prognose mit nichtparametrischen Verfahren | Härdle, Wolfgang Karl; Chen, Ying; Schulz, Rainer |
2005 | Portfolio value at risk based on independent components analysis | Chen, Ying; Härdle, Wolfgang Karl; Spokoiny, Vladimir |
2005 | Nonparametric risk management with generalized hyperbolic distributions | Chen, Ying; Härdle, Wolfgang Karl; Jeong, Seok-Oh |
2006 | GHICA: Risk analysis with GH distributions and independent components | Chen, Ying; Härdle, Wolfgang Karl; Spokoiny, Vladimir |
2007 | Robust risk management: accounting for nonstationarity and heavy tails | Chen, Ying; Spokoiny, Vladimir |
2009 | Localized realized volatility modelling | Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta |
2010 | Rhetoric in legislative bargaining with asymmetric information | Chen, Ying; Eraslan, Hülya |
2010 | Rhetoric in legislative bargaining with asymmetric information | Chen, Ying; Eraslan, Hülya |
2011 | TVICA - time varying independent component analysis and its application to financial data | Chen, Ray-Bing; Chen, Ying; Härdle, Wolfgang K. |
2012 | Mandatory versus discretionary spending: The status quo effect | Bowen, T. Renee; Chen, Ying; Eraslan, Hülya |
2012 | Informational loss in bundled bargaining | Chen, Ying; Eraslan, Hülya |
2012 | Class struggle and economic fluctuations: VAR analysis of the post-war U.S. economy | Basu, Deepankar; Chen, Ying; Oh, Jong-seok |
2012 | Mandatory Versus Discretionary Spending: The Status Quo Effect | Bowen, T. Renee; Chen, Ying; Eraslan, Hülya |
2012 | Informational Loss in Bundled Bargaining | Chen, Ying; Eraslan, Hülya |
2014 | Rhetoric in legislative bargaining with asymmetric information | Chen, Ying; Eraslan, Hulya |
2015 | An adaptive approach to forecasting three key macroeconomic variables for transitional China | Niu, Linlin; Xu, Xiu; Chen, Ying |
2015 | Risk related brain regions detected with 3D image FPCA | Chen, Ying; Härdle, Wolfgang K.; Qiang, He; Majer, Piotr |
2015 | Efficiency of flexible budgetary institutions | Bowen, T. Renee; Chen, Ying; Eraslan, Hülya; Zapal, Jan |
2015 | Dynamic agenda setting | Chen, Ying; Eraslan, Hülya |
2016 | Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics | Chen, Ying; Chua, Wee Song; Härdle, Wolfgang |