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): 41 to 60 of 147
Year of PublicationTitleAuthor(s)
2020Targeting Cutsomers Under Response-Dependent CostsHaupt, Johannes; Lessmann, Stefan
2020Factorisable Multitask Quantile RegressionChao, Shih-Kang; Härdle, Wolfgang Karl; Yuan, Ming
2020Data Analytics Driven Controlling: bridging statistical modeling and managerial intuitionKhowaja, Kainat; Saef, Danial; Sizov, Sergej; Härdle, Wolfgang Karl
2020A Machine Learning Based Regulatory Risk Index for CryptocurrenciesNi, Xinwen; Härdle, Wolfgang Karl; Xie, Taojun
2020Kernel Estimation: the Equivalent Spline Smoothing MethodHärdle, Wolfgang Karl; Nussbaum, Michael
2020Service Data Analytics and Business IntelligenceWu, Desheng Dang; Härdle, Wolfgang Karl
2020Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown FunctionKim, Kun Ho; Chao, Shih-Kang; Härdle, Wolfgang Karl
2020Long- and Short-Run Components of Factor Betas: Implications for Stock PricingAsgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun; Wang, Weining
2020Improved Estimation of Dynamic Models of Conditional Means and VariancesWang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan
2020A supreme test for periodic explosive GARCHRichter, Stefan; Wang, Weining; Wu, Wei Biao
2020On Cointegration and Cryptocurrency DynamicsKeilbar, Georg; Zhang, Yanfen
2020Structured climate financing: valuation of CDOs on inhomogeneous asset poolsPackham, Natalie
2019What makes cryptocurrencies special? Investor sentiment and return predictability during the bubbleChen, Cathy Yi-Hsuan; Després, Roméo; Guo, Li; Renault, Thomas
2019Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia ForecastingLi, Xinjue; Zboňáková, Lenka; Wang, Weining; Härdle, Wolfgang Karl
2019Group Average Treatment Effects for Observational StudiesJacob, Daniel; Härdle, Wolfgang Karl; Lessmann, Stefan
2019Phenotypic convergence of cryptocurrenciesPele, Daniel Traian; Wesselhöfft, Niels; Härdle, Wolfgang Karl; Kolossiatis, Michalis; Yatracos, Yannis
2019Constrained Kelly portfolios under alpha-stable lawsWesselhöfft, Niels; Härdle, Wolfgang Karl
2019Dynamic Network Perspective of CryptocurrenciesGuo, Li; Tao, Yubo; Härdle, Wolfgang Karl
2019Can Deep Learning Predict Risky Retail Investors? A Case Study in Financial Risk Behavior ForecastingKolesnikova, A.; Yang, Y.; Lessmann, S.; Ma, T.; Sung, M.-C.; Johnson, J.E.V.
2019Antisocial Online Behavior Detection Using Deep LearningZinovyeva, Elizaveta; Härdle, Wolfgang Karl; Lessmann, Stefan
Collection's Items (Sorted by Title in Descending order): 41 to 60 of 147
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