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 125
Year of PublicationTitleAuthor(s)
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
2020 Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment EffectsJacob, Daniel
2020 Factorisable Multitask Quantile RegressionChao, Shih-Kang; Härdle, Wolfgang Karl; Yuan, Ming
2020 The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International EvidenceMeng, Lina; Zhou, Yinggang; Zhang, Ruige; Ye, Zhen; Xia, Senmao; Cerulli, Giovanni; Casady, Carter; Härdle, Wolfgang Karl
2020 CRIX an Index for cryptocurrenciesTrimborn, Simon; Härdle, Wolfgang Karl
2020 A Machine Learning Based Regulatory Risk Index for CryptocurrenciesNi, Xinwen; Härdle, Wolfgang Karl; Xie, Taojun
2020 Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown FunctionKim, Kun Ho; Chao, Shih-Kang; Härdle, Wolfgang Karl
2020 On Cointegration and Cryptocurrency DynamicsKeilbar, Georg; Zhang, Yanfen
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 125
Also listed in RePEc / EconPapers