Melanie Schienle : Citation Profile


Are you Melanie Schienle?

Karlsruhe Institut für Technologie

7

H index

7

i10 index

256

Citations

RESEARCH PRODUCTION:

10

Articles

27

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 28
   Journals where Melanie Schienle has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 17 (6.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc493
   Updated: 2019-10-06    RAS profile: 2019-05-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Schaumburg, Julia (5)

Hautsch, Nikolaus (5)

Conrad, Christian (3)

Rothe, Christoph (2)

Peltonen, Tuomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Melanie Schienle.

Is cited by:

Härdle, Wolfgang (17)

Barigozzi, Matteo (12)

Hallin, Marc (8)

Brownlees, Christian (8)

Giudici, Paolo (7)

Engle, Robert (6)

Horst, Ulrich (6)

Tokpavi, Sessi (6)

Lucotte, Yannick (6)

Parisi, Laura (5)

Caporin, Massimiliano (5)

Cites to:

Härdle, Wolfgang (26)

Hautsch, Nikolaus (23)

Engle, Robert (20)

Mammen, Enno (10)

Teräsvirta, Timo (10)

Schaumburg, Julia (7)

Horst, Ulrich (7)

Vašíček, Bořek (7)

Malec, Peter (6)

Conrad, Christian (6)

Weron, Rafał (6)

Main data


Where Melanie Schienle has published?


Journals with more than one article published# docs
Journal of Financial Econometrics3
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany11
Working Paper Series in Economics / Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering8
CFS Working Paper Series / Center for Financial Studies (CFS)3

Recent works citing Melanie Schienle (2019 and 2018)


YearTitle of citing document
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

Full description at Econpapers || Download paper

2019Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach. (2017). Johnsson, Ida ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1709.10024.

Full description at Econpapers || Download paper

2018The Finite Sample Performance of Treatment Effects Estimators based on the Lasso. (2018). Zimmert, Michael. In: Papers. RePEc:arx:papers:1805.05067.

Full description at Econpapers || Download paper

2018Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2018). Lee, Ying-Ying. In: Papers. RePEc:arx:papers:1811.00157.

Full description at Econpapers || Download paper

2018Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2018). Blasques, Francisco ; Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1812.07318.

Full description at Econpapers || Download paper

2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

Full description at Econpapers || Download paper

2018Measuring the dynamics of APEC output connectedness. (2018). Ogbuabor, Jonathan E ; Charles, Manasseh O ; Aneke, Gladys C ; Eigbiremolen, Godastime O. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:32:y:2018:i:1:p:29-44.

Full description at Econpapers || Download paper

2018Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi. (2018). Chiesa, G ; Mansilla-Fernandez, J M. In: Working Papers. RePEc:bol:bodewp:wp1124.

Full description at Econpapers || Download paper

2018Formation of Market Beliefs in the Oil Market. (2018). Anatolyev, Stanislav ; Selezneva, Veronika . In: CERGE-EI Working Papers. RePEc:cer:papers:wp619.

Full description at Econpapers || Download paper

2018LASSO-Driven Inference in Time and Space. (2018). Härdle, Wolfgang ; Chernozhukov, Victor ; Wang, W ; Huang, C ; Hardle, W K. In: Working Papers. RePEc:cty:dpaper:18/04.

Full description at Econpapers || Download paper

2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions. (2018). Geraci, Marco Valerio ; Gnabo, Jean-Yves. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:53:y:2018:i:03:p:1371-1390_00.

Full description at Econpapers || Download paper

2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Lelyveld, Iman ; Schaumburg, Julia ; van Lelyveld, Iman ; Wang, Dieter . In: DNB Working Papers. RePEc:dnb:dnbwpp:619.

Full description at Econpapers || Download paper

2017Density estimation on manifolds with boundary. (2017). Berry, Tyrus ; Sauer, Timothy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:107:y:2017:i:c:p:1-17.

Full description at Econpapers || Download paper

2019Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

Full description at Econpapers || Download paper

2018Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201.

Full description at Econpapers || Download paper

2018Efficient propensity score regression estimators of multivalued treatment effects for the treated. (2018). Lee, Ying-Ying. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:207-222.

Full description at Econpapers || Download paper

2019Tail event driven networks of SIFIs. (2019). Chen, Cathy Yi-Hsuan ; Okhrin, Yarema ; Hardle, Wolfgang Karl. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:282-298.

Full description at Econpapers || Download paper

2019Modeling systemic risk with Markov Switching Graphical SUR models. (2019). Guidolin, Massimo ; Billio, Monica ; Bianchi, Daniele ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:58-74.

Full description at Econpapers || Download paper

2018Estimation of grouped, time-varying convergence in economic growth. (2018). Semmler, Willi ; Haupt, Harry ; Schnurbus, Joachim. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:141-158.

Full description at Econpapers || Download paper

2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

Full description at Econpapers || Download paper

2018Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Yu, Honghai ; Li, Huijing ; Sun, Boyang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206.

Full description at Econpapers || Download paper

2018EU ETS facets in the net: Structure and evolution of the EU ETS network. (2018). Borghesi, Simone ; Flori, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:602-635.

Full description at Econpapers || Download paper

2019Identifying the peak point of systemic risk in international crude oil importing trade. (2019). Dong, Gaogao ; Du, Ruijin ; Stanley, Eugene H ; Zhang, Xin ; Zhao, Longfeng ; Wang, Yougui ; Tian, Lixin. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:281-291.

Full description at Econpapers || Download paper

2018Network topology and systemic risk: Evidence from the Euro Stoxx market. (2018). Li, Wenwei ; Paterlini, Sandra ; Hommel, Ulrich. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:105-112.

Full description at Econpapers || Download paper

2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159.

Full description at Econpapers || Download paper

2018Syndication, interconnectedness, and systemic risk. (2018). Cai, Jian ; Steffen, Sascha ; Saunders, Anthony ; Eidam, Frederik. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:105-120.

Full description at Econpapers || Download paper

2018Network linkages to predict bank distress. (2018). Constantin, Andreea ; Sarlin, Peter ; Peltonen, Tuomas A. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:226-241.

Full description at Econpapers || Download paper

2018Financial stability in Europe: Banking and sovereign risk. (2018). Kočenda, Evžen ; Bruha, Jan ; Koenda, Even ; Brha, Jan. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:305-321.

Full description at Econpapers || Download paper

2017Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model. (2017). Touazi, A ; Adjabi, S ; Aissani, D ; Benouaret, Z. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:78-83.

Full description at Econpapers || Download paper

2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

Full description at Econpapers || Download paper

2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

Full description at Econpapers || Download paper

2018Why do some banks contribute more to global systemic risk?. (2018). Bostandzic, Denefa . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:17-40.

Full description at Econpapers || Download paper

2018Systemic risk and bank size. (2018). Varotto, Simone ; Zhao, Lei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:45-70.

Full description at Econpapers || Download paper

2018Sovereign bond holdings and monetary policy operations in the euro area. (2018). , Ivo ; Soederhuizen, Beau. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1243-1254.

Full description at Econpapers || Download paper

2018Early warning model based on correlated networks in global crude oil markets. (2018). Xie, Wen-Jie ; Yu, Jia-Wei ; Jiang, Zhi-Qiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1335-1343.

Full description at Econpapers || Download paper

2018A simple analytics framework for evaluating mean escape time in different term structures with stochastic volatility. (2018). Ko, Bonggyun ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:398-412.

Full description at Econpapers || Download paper

2018A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421.

Full description at Econpapers || Download paper

2019On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies. (2019). Conrad, Christian ; Hartmann, Matthias . In: European Journal of Political Economy. RePEc:eee:poleco:v:56:y:2019:i:c:p:233-250.

Full description at Econpapers || Download paper

2018Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. (2018). Chang, Carolyn W ; Yu, Min-Teh ; Li, Xiaodan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:273-284.

Full description at Econpapers || Download paper

2018Nets: network estimation for time series. (2018). Brownlees, Christian T ; Barigozzi, Matteo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90493.

Full description at Econpapers || Download paper

2019Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution. (2019). Giudici, Paolo ; Parisi, Laura. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:3-:d:195087.

Full description at Econpapers || Download paper

2018Identification of a Nonseparable Model under Endogeneity using Binary Proxies for Unobserved Heterogeneity. (2018). Williams, Benjamin. In: Working Papers. RePEc:gwc:wpaper:2018-003.

Full description at Econpapers || Download paper

2018Modeling Systemic Risk with Markov Switching Graphical SUR Models. (2018). Guidolin, Massimo ; Billio, Monica ; Casarin, Roberto ; Bianchi, Daniele. In: Working Papers. RePEc:igi:igierp:626.

Full description at Econpapers || Download paper

2018Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature. (2018). Tian, Dingshi ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201807.

Full description at Econpapers || Download paper

2018Measuring Network Systemic Risk Contributions: A Leave-one-out Approach. (2018). Lucotte, Yannick ; Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2608.

Full description at Econpapers || Download paper

2018Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisis. (2018). Chiesa, Gabriella ; Mansilla-Fernandez, Jose Manuel. In: Departmental Working Papers. RePEc:mil:wpdepa:2018-05.

Full description at Econpapers || Download paper

2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

Full description at Econpapers || Download paper

2019Dynamic discrete mixtures for high frequency prices. (). Santucci de Magistris, Paolo ; di Mari, Roberto ; Catania, Leopoldo. In: Discussion Papers. RePEc:not:notgts:19/05.

Full description at Econpapers || Download paper

2018Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall. (2018). Eckernkemper, Tobias. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:63-117..

Full description at Econpapers || Download paper

2018Unified estimation of densities on bounded and unbounded domains. (2018). Martins-Filho, Carlos ; Mynbayev, Kairat. In: MPRA Paper. RePEc:pra:mprapa:87044.

Full description at Econpapers || Download paper

2019Heterogeneous component multiplicative error models for forecasting trading volumes. (2019). Storti, Giuseppe ; Naimoli, Antonio. In: MPRA Paper. RePEc:pra:mprapa:93802.

Full description at Econpapers || Download paper

2018Bankovní sektor a státní riziko v Evropské unii. (2018). Kočenda, Evžen ; Bruha, Jan ; Koenda, Even ; Brha, Jan. In: Politická ekonomie. RePEc:prg:jnlpol:v:2018:y:2018:i:3:id:1193:p:366-383.

Full description at Econpapers || Download paper

2018Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets. (2018). Sobti, Neharika. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:45:y:2018:i:4:d:10.1007_s40622-018-0196-6.

Full description at Econpapers || Download paper

2019Do information contagion and business model similarities explain bank credit risk commonalities?. (2019). Schaumburg, Julia ; van Lelyveld, Iman ; Wang, Dieter. In: ESRB Working Paper Series. RePEc:srk:srkwps:201994.

Full description at Econpapers || Download paper

2017Local orthogonal polynomial expansion for density estimation. (2017). Amali, D P ; Trindade, Alexandre A ; Volobouev, Igor. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:4:p:806-830.

Full description at Econpapers || Download paper

2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Lelyveld, Iman ; Schaumburg, Julia ; van Lelyveld, Iman. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180100.

Full description at Econpapers || Download paper

2019Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2019). Blasques, Francisco ; Tomanova, Petra ; Holy, Vladimir. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190004.

Full description at Econpapers || Download paper

2018Financial bridges and network communities. (2018). Casarin, Roberto ; Yenerdag, Erdem ; Costola, Michele. In: SAFE Working Paper Series. RePEc:zbw:safewp:208.

Full description at Econpapers || Download paper

2018On the ranking consistency of global systemic risk measures: empirical evidence. (2018). Abendschein, Michael ; Grundke, Peter. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181623.

Full description at Econpapers || Download paper

Works by Melanie Schienle:


YearTitleTypeCited
2015Misspecification Testing in GARCH-MIDAS Models In: Working Papers.
[Full Text][Citation analysis]
paper1
2016SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES In: Econometric Theory.
[Full Text][Citation analysis]
article26
2011Semiparametric Estimation with Generated Covariates.(2011) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2011Semiparametric Estimation with Generated Covariates.(2011) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2016Semiparametric estimation with generated covariates.(2016) In: Working Paper Series in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2014Nonparametric kernel density estimation near the boundary In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article7
2012Nonparametric Kernel Density Estimation Near the Boundary.(2012) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2019Determination of vector error correction models in high dimensions In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
2019Determination of vector error correction models in high dimensions.(2019) In: Working Paper Series in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Systemic risk spillovers in the European banking and sovereign network In: Journal of Financial Stability.
[Full Text][Citation analysis]
article15
2016Systemic risk spillovers in the European banking and sovereign network.(2016) In: Working Paper Series in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2014Forecasting systemic impact in financial networks In: International Journal of Forecasting.
[Full Text][Citation analysis]
article28
2013Forecasting systemic impact in financial networks.(2013) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2019Measuring connectedness of euro area sovereign risk In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
2015Measuring Connectedness of Euro Area Sovereign Risk.(2015) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2019Measuring connectedness of euro area sovereign risk.(2019) In: Working Paper Series in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2010Nonparametric Estimation of Risk-Neutral Densities In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper17
2010Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper26
2013Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes.(2013) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
2014Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes.(2014) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
2010Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes.(2010) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2011Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes.(2011) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2010Nonparametric Regression with Nonparametrically Generated Covariates In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper25
2011Financial Network Systemic Risk Contributions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper96
2012Financial Network Systemic Risk Contributions.(2012) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
paper
2015Financial Network Systemic Risk Contributions.(2015) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
article
2013Financial network systemic risk contributions.(2013) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
paper
2012Generated Covariates in Nonparametric Estimation: A Short Review. In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper0
2012Additive Models: Extensions and Related Models. In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper2
2016Beyond Dimension two: A Test for Higher-Order Tail Risk In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article1
2016Beyond dimension two: A test for higher-order tail risk.(2016) In: Working Paper Series in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis In: ESRB Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Effectiveness of policy and regulation in European sovereign credit risk markets: A network analysis.(2019) In: Working Paper Series in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2019Testing for an omitted multiplicative long-term component in GARCH models In: Working Paper Series in Economics.
[Full Text][Citation analysis]
paper4
2019Detecting structural differences in tail dependence of financial time series In: Working Paper Series in Economics.
[Full Text][Citation analysis]
paper0
2015Misspecification Testing in GARCH-MIDAS Models In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team