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Humboldt-Universität zu Berlin
International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin
IRTG 1792 Discussion Papers, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin
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Results 31-40 of 147.
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Year of Publication
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2018
Regularization Approach for Network Modeling of German Energy Market
Chen, Shi
;
Härdle, Wolfgang Karl
;
López Cabrera, Brenda
2018
On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables
Kuczmaszewska, Anna
;
Yan, Ji Gao
2020
Tail Event Driven Factor Augmented Dynamic Model
Wang, Weining
;
Yu, Lining
;
Wang, Bingling
2018
Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective
Guo, Li
;
Tao, Yubo
;
Härdle, Wolfgang Karl
2021
A financial risk meter for China
Wang, Ruting
;
Althof, Michael
;
Härdle, Wolfgang
2020
Tail-risk protection: Machine Learning meets modern Econometrics
Spilak, Bruno
;
Härdle, Wolfgang Karl
2018
Construction of Non-asymptotic Confidence Sets in 2 -Wasserstein Space
Ebert, Johannes
;
Spokoiny, Vladimir
;
Suvorikova, Alexandra
2019
Dynamic Network Perspective of Cryptocurrencies
Guo, Li
;
Tao, Yubo
;
Härdle, Wolfgang Karl
2020
Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis
Ren, Rui
;
Althof, Michael
;
Härdle, Wolfgang Karl
2020
Inference of breakpoints in high-dimensional time series
Chen, Likai
;
Wang, Weining
;
Wu, Wei Biao
Author
49
Härdle, Wolfgang Karl
15
Lessmann, Stefan
14
Wang, Weining
13
Härdle, Wolfgang
10
Packham, Natalie
9
Chen, Cathy Yi-Hsuan
9
Spokoiny, Vladimir
5
Ni, Xinwen
4
Althof, Michael
4
Chen, Shi
.
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