SFB 649 Discussion Papers, Sonderforschungsbereich 649: Ökonomisches Risiko, Humboldt-Universität Berlin

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 814
Year of PublicationTitleAuthor(s)
2017 Estimating location values of agricultural landHelbing, Georg; Shen, Zhiwei; Odening, Martin; Ritter, Matthias
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 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 Dynamic valuation of weather derivatives under default riskHärdle, Wolfgang; Osipenko, Maria
2017 GitHub API based QuantNet Mining infrastructure in RBorke, Lukas; Härdle, Wolfgang
2016 Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 CountriesChen, Cathy Yi-Hsuan; Chiang, Thomas C.; Härdle, Wolfgang Karl
2016 What derives the bond portfolio value-at-risk: Information roles of macroeconomic and financial stress factorsTu, Anthony H.; Chen, Cathy Yi-Hsuan
2016 Budget-neutral fiscal rules targeting inflation differentialsBrede, Maren
2016 Measuring the benefit from reducing income inequality in terms of GDPVoigts, Simon
2016 Leveraged ETF options implied volatility paradox: A statistical studyHärdle, Wolfgang Karl; Nasekin, Sergey; Hong, Zhiwu
2016 The German labor market miracle, 2003-2015: An assessmentBurda, Michael C.
2016 College admissions with entrance exams: Centralized versus decentralizedHafalir, Isa E.; Hakimov, Rustamdjan; Kübler, Dorothea; Kurino, Morimitsu
2016 Specification testing in random coefficient modelsBreunig, Christoph; Hoderlein, Stefan
2016 Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errorsKim, Kun Ho; Chao, Shih-Kang; Härdle, Wolfgang
2016 A mortality model for multi-populations: A semi-parametric approachFang, Lei; Härdle, Wolfgang; Park, Juhyun
2016 Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamicsChen, Ying; Chua, Wee Song; Härdle, Wolfgang
2016 Disinflation and the Phillips Curve: Israel 1986-2015Melnick, Rafi; Strohsal, Till
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 814
Also listed in RePEc / EconPapers