IRTG 1792 Discussion Papers, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin

ISSN: 2568-5619

Publikationen (sortiert nach Titel in absteigender Richtung): 121 bis 140 von 146
ErscheinungsjahrTitelAutor:innen
2018Variable selection and direction estimation for single-index models via DC-TGDR methodZhong, Wei; Liu, Xi; Ma, Shuangge
2018Inferences for a Partially Varying Coefficient Model With Endogenous RegressorsCai, Zongwu; Fang, Ying; Lin, Ming; Su, Jia
2018Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order bookBibinger, Markus; Neely, Christopher; Winkelmann, Lars
2018Testing for bubbles in cryptocurrencies with time-varying volatilityHafner, Christian M.
2018Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive MethodChen, Ying; Han, Qian; Niu, Linlin
2018Lasso, knockoff and Gaussian covariates: a comparisonDavies, Laurie
2018Tail-Risk Protection Trading StrategiesPackham, Natalie; Papenbrock, Jochen; Schwendner, Peter; Woebbeking, Fabian
2018Learning from Errors: The case of monetary and fiscal policy regimesTryphonides, Andreas
2018Textual Sentiment, Option Characteristics, and Stock Return PredictabilityChen, Cathy Yi-Hsuan; Fengler, Matthias R.; Härdle, Wolfgang Karl; Liu, Yanchu
2018Strict Stationarity Testing and GLAD Estimation of Double Autoregressive ModelsGuo, Shaojun; Li, Dong; Li, Muyi
2018Understanding CryptocurrenciesHärdle, Wolfgang Karl; Harvey, Campbell R.; Reule, Raphael C. G.
2018Gaussian Process Forecast with multidimensional distributional entriesBachoc, Francois; Suvorikova, Alexandra; Loubes, Jean-Michel; Spokoiny, Vladimir
2018Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random VariablesYan, Ji Gao
2018LASSO-Driven Inference in Time and SpaceChernozhukov, Victor; Härdle, Wolfgang Karl; Huang, Chen; Wang, Weining
2018Time-varying Limit Order Book NetworksHärdle, Wolfgang Karl; Chen, Shi; Liang, Chong; Schienle, Melanie
2018A factor-model approach for correlation scenarios and correlation stress-testingPackham, Natalie; Woebbeking, Fabian
2018Price Discovery on Bitcoin MarketsPagnottoni, Paolo; Baur, Dirk G.; Dimpfl, Thomas
2018Toolbox: Gaussian comparison on Eucledian ballsKoziuk, Andzhey; Spokoiny, Vladimir
2018Adaptive Nonparametric ClusteringEfimov, Kirill; Adamyan, Larisa; Spokoiny, Vladimir
2018Instrumental variables regressionKoziuk, Andzhey; Spokoiny, Vladimir
Publikationen (sortiert nach Titel in absteigender Richtung): 121 bis 140 von 146
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