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Humboldt-Universität zu Berlin
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
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Year of Publication
Title
Author(s)
2018
Targeting customers for profit: An ensemble learning framework to support marketing decision making
Lessmann, Stefan
;
Coussement, Kristof
;
De Bock, Koen W.
;
Haupt, Johannes
2021
Financial Risk Meter based on expectiles
Ren, Rui
;
Lu, Meng-Jou
;
Li, Yingxing
;
Härdle, Wolfgang
2019
Portmanteau Test and Simultaneous Inference for Serial Covariances
Xiao, Han
;
Wu, Wei Biao
2018
A Regime Shift Model with Nonparametric Switching Mechanism
Chen, Haiqiang
;
Li, Yingxing
;
Lin, Ming
;
Zhu, Yanli
2018
Model risk of contingent claims
Detering, Nils
;
Packham, Natalie
2018
Variable selection and direction estimation for single-index models via DC-TGDR method
Zhong, Wei
;
Liu, Xi
;
Ma, Shuangge
2018
Inferences for a Partially Varying Coefficient Model With Endogenous Regressors
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Su, Jia
2021
Understanding jumps in high frequency digital asset markets
Saef, Danial
;
Nagy, Odett
;
Sizov, Sergej
;
Härdle, Wolfgang
2021
Penalized weigted competing risks models based on quantile regression
Li, Erqian
;
Härdle, Wolfgang
;
Dai, Xiaowen
;
Tian, Maozai
2018
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher
;
Winkelmann, Lars
Author
49
Härdle, Wolfgang Karl
15
Lessmann, Stefan
14
Wang, Weining
13
Härdle, Wolfgang
10
Packham, Natalie
9
Chen, Cathy Yi-Hsuan
9
Spokoiny, Vladimir
5
Ni, Xinwen
4
Althof, Michael
4
Chen, Shi
.
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