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): 61 to 80 of 146
Year of PublicationTitleAuthor(s)
2019Risk of Bitcoin Market: Volatility, Jumps, and ForecastsHu, Junjie; Kuo, Weiyu; Härdle, Wolfgang Karl
2019Inference of Break-Points in High-Dimensional Time SeriesChen, Likai; Wang, Weining; Wu, Wei Biao
2019FRM Financial Risk MeterMihoci, Andrija; Althof, Michael; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
2019Adaptive Nonparametric Community DetectionAdamyan, Larisa; Efimov, Kirill; Spokoiny, Vladimir
2019SONIC: SOcial Network with Influencers and CommunitiesChen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Klochkov, Yegor
2019Usage Continuance in Software-as-a-ServiceBaumann, Elias; Kern, Jana; Lessmann, Stefan
2019A Machine Learning Approach Towards Startup Success PredictionÜnal, Cemre; Ceasu, Ioana
2019Portmanteau Test and Simultaneous Inference for Serial CovariancesXiao, Han; Wu, Wei Biao
2019Information Arrival, News Sentiment, Volatilities and Jumps of Intraday ReturnsQian, Ya; Tu, Jun; Härdle, Wolfgang Karl
2019Estimating low sampling frequency risk measure by high-frequency dataWesselhöfft, Niels; Härdle, Wolfgang Karl
2019Voting for Health Insurance Policy: the U.S. versus EuropeNi, Xinwen
2019Media-expressed tone, Option Characteristics, and Stock Return PredictabilityChen, Cathy Yi-Hsuan; Fengler, Matthias R.; Härdle, Wolfgang Karl; Liu, Yanchu
2019Affordable Uplift: Supervised Randomization in Controlled ExprtimentsHaupt, Johannes; Jacob, Daniel; Gubela, Robin M.; Lessmann, Stefan
2019Forecasting in Blockchain-based Local Energy MarketsKostmann, Michael; Härdle, Wolfgang Karl
2019Cooling Measures and Housing Wealth: Evidence from SingaporeHärdle, Wolfgang Karl; Schulz, Rainer; Xie, Taojun
2019Forex Exchange Rate Forecasting Using Deep Recurrent Neural NetworksDautel, Alexander J.; Härdle, Wolfgang Karl; Lessmann, Stefan; Seow, Hsin-Vonn
2019Rise of the Machines? Intraday High-Frequency Trading Patterns of CryptocurrenciesPetukhina, Alla A.; Reule, Raphael C. G.; Härdle, Wolfgang Karl
2019VCRIX - a volatility index for crypto-currenciesKim, Alisa; Trimborn, Simon; Härdle, Wolfgang Karl
2019Modelling Systemic Risk Using Neural Network Quantile RegressionKeilbar, Georg; Wang, Weining
2019The role of medical expenses in the saving decision of elderly: a life cycle modelNi, Xinwen
Collection's Items (Sorted by Title in Descending order): 61 to 80 of 146
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