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  3. 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

ISSN: 2568-5619

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 146
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Year of PublicationTitleAuthor(s)
2021Understanding Smart Contracts: Hype or hope?Zinovyev, Elizaveta; Reule, Raphael C. G.; Härdle, Wolfgang
2021Green financial development improving energy efficiency and economic growth: A study of CPEC area in COVID-19 eraZhang, Linyun; Huang, Feiming; Lu, Lu; Ni, Xinwen
2021A time-varying network for cryptocurrenciesGuo, Li; Härdle, Wolfgang; Tao, Yubo
2021Hedging cryptos with Bitcoin futuresLiu, Francis; Packham, Natalie; Lu, Meng-Jou; Härdle, Wolfgang
2021A data-driven explainable case-based reasoning approach for financial risk detectionLi, Wei; Paraschiv, Florentina; Sermpinis, Georgios
2021Valuing cryptocurrencies: Three easy piecesBurda, Michael C.
2021Networks of news and cross-sectional returnsHu, Junjie; Härdle, Wolfgang
2021A financial risk meter for ChinaWang, Ruting; Althof, Michael; Härdle, Wolfgang
2021K-expectiles clusteringWang, Bingling; Li, Yingxing; Härdle, Wolfgang
2021Surrogate Models for Optimization of Dynamical SystemsKhowaja, Kainat; Shcherbatyy, Mykhaylo; Härdle, Wolfgang Karl
2021Robustifying MarkowitzHärdle, Wolfgang; Klochkov, Yegor; Petukhina, Alla; Zhivotovskiy, Nikita
2021Correlation scenarios and correlation stress testingPackham, Natalie; Woebbeking, Fabian
2021Financial Risk Meter based on expectilesRen, Rui; Lu, Meng-Jou; Li, Yingxing; Härdle, Wolfgang
2021Understanding jumps in high frequency digital asset marketsSaef, Danial; Nagy, Odett; Sizov, Sergej; Härdle, Wolfgang
2021Penalized weigted competing risks models based on quantile regressionLi, Erqian; Härdle, Wolfgang; Dai, Xiaowen; Tian, Maozai
2021Hedging cryptocurrency optionsMatic, Jovanka; Packham, Natalie; Härdle, Wolfgang
2021High-dimensional statistical learning techniques for time-varying limit order book networksChen, Shi; Härdle, Wolfgang; Schienle, Melanie
2021CATE meets ML: Conditional average treatment effect and machine learningJacob, Daniel
2021Coins with benefits: On existence, pricing kernel and risk premium of cryptocurrenciesChen, Yi-Hsuan; Vinogradov, Dmitri V.
2021Advanced statistical learning on short term load process forecastingHu, Junjie; López Cabrera, Brenda; Melzer, Awdesch
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 146
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