SFB 649 Discussion Papers, HU Berlin

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 814
Year of PublicationTitleAuthor(s)
2017 FRM: A financial risk meter based on penalizing tail events occurrenceYu, Lining; Härdle, Wolfgang; Borke, Lukas; Benschop, Thijs
2017 RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methodsBorke, Lukas
2017 GitHub API based QuantNet Mining infrastructure in RBorke, Lukas; Härdle, Wolfgang
2017 Fake alphaMüller, Marcel; Rosenberger, Tobias; Uhrig-Homburg, Marliese
2017 Tail event driven networks of SIFIsChen, Cathy Yi-Hsuan; Härdle, Wolfgang; Okhrin, Yarema
2017 Testing missing at random using instrumental variablesBreunig, Christoph
2017 Estimating location values of agricultural landHelbing, Georg; Shen, Zhiwei; Odening, Martin; Ritter, Matthias
2017 Dynamic valuation of weather derivatives under default riskHärdle, Wolfgang; Osipenko, Maria
2016 Implications of shadow ban regulation for monetary policy at the zero lower boundMazelis, Falk
2016 Dynamic contracting with long-term consequences: Optimal CEO compensation and turnoverVasama, Suvi
2016 Unraveling of cooperation in dynamic collaborationVasama, Suvi
2016 Forward guidance under disagreement: Evidence from the fed's dot projectionsDetmers, Gunda-Alexandra
2016 Time varying quantile LassoZbonakova, Lenka; Härdle, Wolfgang; Wang, Weining
2016 Dynamic topic modelling for cryptocurrency community forumsLinton, Marco; Teo, Ernie Gin Swee; Bommes, Elisabeth; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang
2016 Beta-boosted ensemble for big credit scoring dataZieba, Maciej; Härdle, Wolfgang
2016 Labor market frictions and monetary policy designAlmosova, Anna
2016 Central bank reputation, cheap talk and transparency as substitutes for commitment: Experimental evidenceDuffy, John Michael; Heinemann, Frank
2016 VAT multipliers and pass-through dynamicsVoigts, Simon
2016 Specification testing in nonparametric instrumental quantile regressionBreunig, Christoph
2016 Do voluntary payments to advisors improve the quality of financial advice? An experimental sender-receiver gameAngelova, Vera; Regner, Tobias
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 814
Also listed in RePEc / EconPapers