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): 101 to 120 of 146
Year of PublicationTitleAuthor(s)
2018Default probabilities and default correlations under stressPackham, Natalie; Kalkbrener, Michael; Overbeck, Ludger
2018Semiparametric Estimation and Variable Selection for Single-index Copula ModelsYang, Bingduo; Hafner, Christian M.; Liu, Guannan; Long, Wei
2018Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation PerspectiveFan, Qingliang; Zhong, Wei
2018Bayesian inference for spectral projectors of covariance matrixSilin, Igor; Spokoiny, Vladimir
2018Conversion uplift in e-commerce: A systematic benchmark of modeling strategiesGubela, Robin; Bequé, Artem; Gebert, Fabian; Lessmann, Stefan
2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio PerformanceKlein, Tony; Thu, Hien Pham; Walther, Thomas
2018Cryptocurrencies, Metcalfe's law and LPPL modelsPele, Daniel Traian; Mazurencu-Marinescu-Pele, Miruna
2018Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE HybridLux, Marius; Härdle, Wolfgang Karl; Lessmann, Stefan
2018A Note on Cryptocurrencies and Currency CompetitionAlmosova, Anna
2018Improving Crime Count Forecasts Using Twitter and Taxi DataVomfell, Lara; Härdle, Wolfgang Karl; Lessmann, Stefan
2018Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options ApproachWang, Honglin; Yu, Fan; Zhou, Yinggang
2018Predicative Ability of Similarity-based Futures Trading StrategiesChiu, Hsin-Yu; Chiang, Mi-Hsiu; Kuo, Wei-Yu
2018Bootstrap Confidence Sets for Spectral Projectors of Sample CovarianceNaumov, A.; Spokoiny, V.; Ulyanovk, V.
2018Deregulated day-ahead electricity markets in Southeast Europe: Price forecasting and comparative structural analysisHryshchuk, Antanina; Lessmann, Stefan
2018How to Measure a Performance of a Collaborative Research CentreZharova, Alona; Tellinger-Rice, Janine; Härdle, Wolfgang Karl
2018Deep learning-based cryptocurrency sentiment constructionNasekin, Sergey; Chen, Cathy Yi-Hsuan
2018Optimal contracts under competition when uncertainty from adverse selection and moral hazard are presentPackham, Natalie
2018Targeting customers for profit: An ensemble learning framework to support marketing decision makingLessmann, Stefan; Coussement, Kristof; De Bock, Koen W.; Haupt, Johannes
2018A Regime Shift Model with Nonparametric Switching MechanismChen, Haiqiang; Li, Yingxing; Lin, Ming; Zhu, Yanli
2018Model risk of contingent claimsDetering, Nils; Packham, Natalie
Collection's Items (Sorted by Title in Descending order): 101 to 120 of 146
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