IRTG 1792 Discussion Papers, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 132
Year of PublicationTitleAuthor(s)
2021 Understanding Smart Contracts: Hype or hope?Zinovyev, Elizaveta; Reule, Raphael C. G.; Härdle, Wolfgang
2021 Von den Mühen der Ebenen und der Berge in den WissenschaftenVogt, Annette
2021 CATE meets ML: Conditional average treatment effect and machine learningJacob, Daniel
2021 Coins with benefits: On existence, pricing kernel and risk premium of cryptocurrenciesChen, Yi-Hsuan; Vinogradov, Dmitri V.
2021 K-expectiles clusteringWang, Bingling; Li, Yingxing; Härdle, Wolfgang
2021 Financial Risk Meter based on expectilesRen, Rui; Lu, Meng-Jou; Li, Yingxing; Härdle, Wolfgang
2021 Rodeo or ascot: Which hat to wear at the crypto race?Häusler, Konstantin; Härdle, Wolfgang
2021 FRM Financial Risk Meter for Emerging MarketsBen Amor, Souhir; Althof, Michael; Härdle, Wolfgang Karl
2021 Surrogate Models for Optimization of Dynamical SystemsKhowaja, Kainat; Shcherbatyy, Mykhaylo; Härdle, Wolfgang Karl
2020 Using generalized estimating equations to estimate nonlinear models with spatial dataLu, Cuicui; Wang, Weining; Wooldridge, Jeffrey M.
2020 Deep Learning application for fraud detection in financial statementsCraja, Patricia; Kim, Alisa; Lessmann, Stefan
2020 A supreme test for periodic explosive GARCHRichter, Stefan; Wang, Weining; Wu, Wei Biao
2020 Tail-risk protection: Machine Learning meets modern EconometricsSpilak, Bruno; Härdle, Wolfgang Karl
2020 Improved Estimation of Dynamic Models of Conditional Means and VariancesWang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan
2020 Tail Event Driven Factor Augmented Dynamic ModelWang, Weining; Yu, Lining; Wang, Bingling
2020 Long- and Short-Run Components of Factor Betas: Implications for Stock PricingAsgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun; Wang, Weining
2020 A data-driven P-spline smoother and the P-Spline-GARCH modelsFeng, Yuanhua; Härdle, Wolfgang Karl
2020 The common and speci fic components of inflation expectation across European countriesChen, Shi; Härdle, Wolfgang Karl; Wang, Weining
2020 Dynamic Spatial Network Quantile AutoregressionXu, Xiu; Wang, Weining; Shin, Yongcheol
2020 Inference of breakpoints in high-dimensional time seriesChen, Likai; Wang, Weining; Wu, Wei Biao
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 132
Also listed in RePEc / EconPapers