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

ISSN: 1860-5664

Collection's Items (Sorted by Title in Descending order): 21 to 40 of 835
Year of PublicationTitleAuthor(s)
2017Dynamic semiparametric factor model with a common breakChen, Likai; Wang, Weining; Wu, Wei Biao
2017Adaptive weights clustering of research papersAdamyan, Larisa; Efimov, Kirill; Chen, Cathy Yi-hsuan; Härdle, Wolfgang Karl
2017Tail event driven networks of SIFIsChen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema
2017RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methodsBorke, Lukas
2017Dynamic semi-parametric factor model for functional expectilesBurdejová, Petra; Härdle, Wolfgang Karl
2017Generalized Entropy and Model UncertaintyMeyer-Gohde, Alexander
2017Investing with cryptocurrencies - A liquidity constrained investment approachTrimborn, Simon; Li, Mingyang; Härdle, Wolfgang Karl
2017Realized volatility of CO₂ futuresBenschop, Thijs; López Cabrera, Brenda
2017Conditional moment restrictions and the role of density information in estimated structural modelsTryphonides, Andreas
2016Labor market frictions and monetary policy designAlmosova, Anna
2016Calculating joint confidence bands for impulse response functions using highest density regionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2016Uncertainty and employment dynamics in the euro area and the USNetésunajev, Aleksei; Glass, Katharina
2016Implications of shadow ban regulation for monetary policy at the zero lower boundMazelis, Falk
2016Functional principal component analysis for derivatives of multivariate curvesGrith, Maria; Härdle, Wolfgang Karl; Kneip, Alois; Wagner, Heiko
2016Information acquisition and liquidity dry-upsKoenig, Philipp; Pothier, David
2016Simultaneous 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 Karl
2016Factorisable sparse tail event curves with expectilesHärdle, Wolfgang Karl; Huang, Chen; Chao, Shih-Kang
2016Principal component analysis in an asymmetric normTran, Ngoc Mai; Burdejová, Petra; Osipenko, Maria; Härdle, Wolfgang Karl
2016What derives the bond portfolio value-at-risk: Information roles of macroeconomic and financial stress factorsTu, Anthony H.; Chen, Cathy Yi-Hsuan
2016Forward guidance under disagreement: Evidence from the Fed's dot projectionsDetmers, Gunda-Alexandra
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 835
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