Browsing All of EconStor by Author Schienle, Melanie

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Year of PublicationTitleAuthor(s)
2010 Nonparametric estimation of risk-neutral densitiesGrith, Maria; Härdle, Wolfgang Karl; Schienle, Melanie
2010 Capturing the zero: A new class of zero-augmented distributions and multiplicative error processesHautsch, Nikolaus; Malec, Peter; Schienle, Melanie
2010 Capturing the zero: A new class of zero-augmented distributions and multiplicative error processesHautsch, Nikolaus; Malec, Peter; Schienle, Melanie
2010 Nonparametric regression with nonparametrically generated covariatesMammen, Enno; Rothe, Christoph; Schienle, Melanie
2011 Capturing the zero: A new class of zero-augmented distributions and multiplicative error processesHautsch, Nikolaus; Malec, Peter; Schienle, Melanie
2011 Nonparametric nonstationary regression with many covariatesSchienle, Melanie
2011 Semiparametric estimation with generated covariatesMammen, Enno; Rothe, Christoph; Schienle, Melanie
2011 Financial network systemic risk contributionsHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2011 Semiparametric estimation with generated covariatesMammen, Enno; Rothe, Christoph; Schienle, Melanie
2012 Additive models: Extensions and related modelsMammen, Enno; Park, Byeong U.; Schienle, Melanie
2012 Generated covariates in nonparametric estimation: A short reviewMammen, Enno; Rothe, Christoph; Schienle, Melanie
2012 Financial network systemic risk contributionsHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2012 Nonparametric Kernel density estimation near the boundaryMalec, Peter; Schienle, Melanie
2013 Financial network systemic risk contributionsHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2013 Forecasting systemic impact in financial networksHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2014 Semiparametric Estimation with Generated CovariatesMammen, Enno; Rothe, Christoph; Schienle, Melanie
2014 Beyond dimension two: A test for higher-order tail riskBormann, Carsten; Schienle, Melanie; Schaumburg, Julia
2014 Systemic risk spillovers in the European banking and sovereign networkBetz, Frank; Hautsch, Nikolaus; Peltonen, Tuomas A.; Schienle, Melanie
2014 A Test for the Portion of Bivariate Dependence in Multivariate Tail RiskBormann, Carsten; Schienle, Melanie; Schaumburg, Julia
2015 Misspecification Testing in GARCH-MIDAS ModelsConrad, Christian; Schienle, Melanie