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  3. Sonderforschungsbereich 649: Ökonomisches Risiko, Humboldt-Universität Berlin

SFB 649 Discussion Papers, Sonderforschungsbereich 649: Ökonomisches Risiko, Humboldt-Universität Berlin

ISSN: 1860-5664

Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 835
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ErscheinungsjahrTitelAutor:innen
2017Estimating location values of agricultural landHelbing, Georg; Shen, Zhiwei; Odening, Martin; Ritter, Matthias
2017Dynamic semiparametric factor model with a common breakChen, Likai; Wang, Weining; Wu, Wei Biao
2017Adaptive weights clustering of research papersAdamyan, Larisa; Efimov, Kirill; Chen, Cathy Yi-hsuan; Härdle, Wolfgang Karl
2017Tail event driven networks of SIFIsChen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema
2017RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methodsBorke, Lukas
2017Dynamic semi-parametric factor model for functional expectilesBurdejová, Petra; Härdle, Wolfgang Karl
2017Generalized Entropy and Model UncertaintyMeyer-Gohde, Alexander
2017Investing with cryptocurrencies - A liquidity constrained investment approachTrimborn, Simon; Li, Mingyang; Härdle, Wolfgang Karl
2017Realized volatility of CO2 futuresBenschop, Thijs; López Cabrera, Brenda
2016Labor market frictions and monetary policy designAlmosova, Anna
2016Calculating joint confidence bands for impulse response functions using highest density regionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2016Uncertainty and employment dynamics in the euro area and the USNetésunajev, Aleksei; Glass, Katharina
2016Implications of shadow ban regulation for monetary policy at the zero lower boundMazelis, Falk
2016Functional principal component analysis for derivatives of multivariate curvesGrith, Maria; Härdle, Wolfgang Karl; Kneip, Alois; Wagner, Heiko
2016Information acquisition and liquidity dry-upsKoenig, Philipp; Pothier, David
2016Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errorsKim, Kun Ho; Chao, Shih-Kang; Härdle, Wolfgang Karl
2016Factorisable sparse tail event curves with expectilesHärdle, Wolfgang Karl; Huang, Chen; Chao, Shih-Kang
2016Principal component analysis in an asymmetric normTran, Ngoc Mai; Burdejová, Petra; Osipenko, Maria; Härdle, Wolfgang Karl
2016What derives the bond portfolio value-at-risk: Information roles of macroeconomic and financial stress factorsTu, Anthony H.; Chen, Cathy Yi-Hsuan
2016Forward guidance under disagreement: Evidence from the Fed's dot projectionsDetmers, Gunda-Alexandra
Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 835
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