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): 21 to 40 of 147
Year of PublicationTitleAuthor(s)
2021Von den Mühen der Ebenen und der Berge in den WissenschaftenVogt, Annette
2021Indices on cryptocurrencies: An evaluationHäusler, Konstantin; Xia, Hongyu
2021FRM Financial Risk Meter for Emerging MarketsBen Amor, Souhir; Althof, Michael; Härdle, Wolfgang Karl
2021Rodeo or ascot: Which hat to wear at the crypto race?Häusler, Konstantin; Härdle, Wolfgang
2020The common and speci fic components of inflation expectation across European countriesChen, Shi; Härdle, Wolfgang Karl; Wang, Weining
2020A data-driven P-spline smoother and the P-Spline-GARCH modelsFeng, Yuanhua; Härdle, Wolfgang Karl
2020The 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
2020Deep Learning application for fraud detection in financial statementsCraja, Patricia; Kim, Alisa; Lessmann, Stefan
2020Tail Event Driven Factor Augmented Dynamic ModelWang, Weining; Yu, Lining; Wang, Bingling
2020Tail-risk protection: Machine Learning meets modern EconometricsSpilak, Bruno; Härdle, Wolfgang Karl
2020Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 CrisisRen, Rui; Althof, Michael; Härdle, Wolfgang Karl
2020Inference of breakpoints in high-dimensional time seriesChen, Likai; Wang, Weining; Wu, Wei Biao
2020Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment EffectsJacob, Daniel
2020Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall RiskChen, Shiyi; Härdle, Wolfgang Karl; Wang, Li
2020Blockchain mechanism and distributional characteristics of cryptosLin, Min-Bin; Khowaja, Kainat; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
2020Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency DataMustafayeva, Konul; Wang, Weining
2020CRIX an Index for cryptocurrenciesTrimborn, Simon; Härdle, Wolfgang Karl
2020Forex exchange rate forecasting using deep recurrent neural networksDautel, Alexander Jakob; Härdle, Wolfgang Karl; Lessmann, Stefan; Seow, Hsin-Vonn
2020Dynamic Spatial Network Quantile AutoregressionXu, Xiu; Wang, Weining; Shin, Yongcheol
2020Using generalized estimating equations to estimate nonlinear models with spatial dataLu, Cuicui; Wang, Weining; Wooldridge, Jeffrey M.
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 147
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