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Citation Profile [Updated: 2022-08-02 06:44:01]
5 Years H
18
Impact Factor
0.43
5 Years IF
0.98
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.15 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1992 0 0.12 0 0 0 0 0 0 0 0 0 0 0.08
1993 0 0.17 0 0 0 0 0 0 0 0 0 0 0.13
1994 0 0.16 0 0 0 0 0 0 0 0 0 0 0.07
1995 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1996 0 0.23 0 0 0 0 0 0 0 0 0 0 0.13
1997 0 0.26 0 0 0 0 0 0 0 0 0 0 0.14
1998 0 0.28 0 0 0 0 0 0 0 0 0 0 0.17
1999 0 0.37 0 0 0 0 0 0 0 0 0 0 0.24
2000 0 0.51 0 0 0 0 0 0 0 0 0 0 0.23
2001 0 0.46 0 0 0 0 0 0 0 0 0 0 0.26
2002 0 0.5 0 0 0 0 0 0 0 0 0 0 0.28
2003 0 0.5 0 0 0 0 0 0 0 0 0 0 0.29
2004 0 0.55 0 0 0 0 0 0 0 0 0 0 0.33
2005 0 0.57 0 0 0 0 0 0 0 0 0 0 0.35
2006 0 0.56 0 0 0 0 0 0 0 0 0 0 0.33
2007 0 0.48 0 0 0 0 0 0 0 0 0 0 0.27
2008 0 0.56 0 0 0 0 0 0 0 0 0 0 0.29
2009 0 0.54 0 0 0 0 0 0 0 0 0 0 0.3
2010 0 0.49 0 0 0 0 0 0 0 0 0 0 0.28
2011 0 0.58 0 0 0 0 0 0 0 0 0 0 0.34
2012 0 0.63 0 0 0 0 0 0 0 0 0 0 0.33
2013 0 0.62 0 0 0 0 0 0 0 0 0 0 0.32
2014 0 0.63 0 0 0 0 0 0 0 0 0 0 0.32
2015 0 0.61 0 0 0 0 0 0 0 0 0 0 0.33
2016 0 0.62 0 0 0 0 0 0 0 0 0 0 0.33
2017 0 0.6 0 0 0 0 0 0 0 0 0 0 0.32
2018 0 0.6 9.23 0 65 65 277 600 600 0 0 585 97.5 600 9.23 0.34
2019 0.72 0.61 0.68 0.72 30 95 36 65 665 65 47 65 47 22 33.8 14 0.47 0.36
2020 0.66 0.7 0.67 0.66 28 123 21 83 748 95 63 95 63 21 25.3 15 0.54 0.67
2021 0.43 1.04 0.99 0.98 24 147 9 145 893 58 25 123 121 19 13.1 10 0.42 0.44
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018015.

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196
22018Testing for bubbles in cryptocurrencies with time-varying volatility. (2018). Hafner, Christian M. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018005.

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41
32018Price Discovery on Bitcoin Markets. (2018). Dimpfl, Thomas ; Baur, Dirk G ; Pagnottoni, Paolo. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018014.

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25
42018LASSO-Driven Inference in Time and Space. (2018). Wang, Weining ; Huang, Chen ; Hardle, Wolfgang Karl ; Chernozhukov, Victor. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018021.

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23
52018A Note on Cryptocurrencies and Currency Competition. (2018). Almosova, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018006.

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22
62018Knowing me, knowing you: inventor mobility and the formation of technology-oriented alliances. (2018). Goossen, Martin C ; Wagner, Stefan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018007.

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22
72018Improving Crime Count Forecasts Using Twitter and Taxi Data. (2018). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Vomfell, Lara . In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018013.

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21
82018Targeting customers for profit: An ensemble learning framework to support marketing decision making. (2018). Haupt, Johannes ; de Bock, Koen W ; Coussement, Kristof ; Lessmann, Stefan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018012.

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21
92018Time-varying Limit Order Book Networks. (2018). Schienle, Melanie ; Liang, Chong ; Chen, Shi ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018016.

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21
102018Deregulated day-ahead electricity markets in Southeast Europe: Price forecasting and comparative structural analysis. (2018). Lessmann, Stefan ; Hryshchuk, Antanina. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018009.

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21
112018A Monetary Model of Blockchain. (2018). Almosova, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018008.

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21
122018Textual Sentiment, Option Characteristics, and Stock Return Predictability. (2018). Liu, Yanchu ; Hardle, Wolfgang Karl ; Fengler, Matthias R ; Chen, Cathy Yi-Hsuan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018023.

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20
132018A Regime Shift Model with Nonparametric Switching Mechanism. (2018). Zhu, Yanli ; Lin, Ming ; Chen, Haiqiang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018020.

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20
142018Systemic Risk in Global Volatility Spillover Networks: Evidence from Option-implied Volatility Indices. (2018). Zhou, Yinggang ; Yang, Zihui . In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018003.

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20
152018Lasso, knockoff and Gaussian covariates: a comparison. (2018). Davies, Laurie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018019.

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19
162018Nonparametric Variable Selection and Its Application to Additive Models. (2018). Zhu, Li-Xing ; Lin, LU ; Feng, Zheng-Hui . In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018002.

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19
172018Adaptive Nonparametric Clustering. (2018). Spokoiny, Vladimir ; Adamyan, Larisa ; Efimov, Kirill. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018018.

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19
182018A Regime Shift Model with Nonparametric Switching Mechanism. (2018). Zhu, Yanli ; Lin, Ming ; Chen, Haiqiang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018048.

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19
192018Bayesian inference for spectral projectors of covariance matrix. (2018). Spokoiny, Vladimir ; Silin, Igor. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018027.

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18
202018Learning from Errors: The case of monetary and fiscal policy regimes. (2018). Tryphonides, Andreas. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018022.

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18
212018Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective. (2018). Hardle, Wolfgang Karl ; Tao, Yubo ; Guo, LI. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018032.

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18
222018Large ball probabilities, Gaussian comparison and anti-concentration. (2018). Ulyanov, Vladimir ; Spokoiny, Vladimir ; Naumov, Alexey ; Gotze, Friedrich. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018026.

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18
232018Construction of Non-asymptotic Confidence Sets in 2 -Wasserstein Space. (2018). Suvorikova, Alexandra ; Spokoiny, Vladimir ; Ebert, Johannes. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018025.

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18
242018Bootstrap Confidence Sets for Spectral Projectors of Sample Covariance. (2018). Ulyanovk, V ; Spokoiny, V ; Naumov, A. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018024.

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18
252018Toolbox: Gaussian comparison on Eucledian balls. (2018). Spokoiny, Vladimir ; Koziuk, Andzhey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018028.

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17
262018Instrumental variables regression. (2018). Spokoiny, Vladimir ; Koziuk, Andzhey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018031.

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17
272018Gaussian Process Forecast with multidimensional distributional entries. (2018). Spokoiny, Vladimir ; Loubes, Jean-Michel ; Suvorikova, Alexandra ; Bachoc, Francois . In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018030.

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17
282018Model risk of contingent claims. (2018). Packham, Natalie ; Detering, Nils. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018036.

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13
292018Correlation Under Stress In Normal Variance Mixture Models. (2018). Packham, Natalie ; Kalkbrener, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018035.

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13
302018Default probabilities and default correlations under stress. (2018). Overbeck, Ludger ; Kalkbrener, Michael ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018037.

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12
312018Pricing Cryptocurrency options: the case of CRIX and Bitcoin. (2018). Wang, Weining ; Hou, Ai Jun ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018004.

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12
322018Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random Variables. (2018). Yan, Jigao. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018040.

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11
332020On Cointegration and Cryptocurrency Dynamics. (2020). Zhang, Yanfen ; Keilbar, Georg. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020012.

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9
342018Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies. (2018). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018058.

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8
352018Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach. (2018). Zhou, Yinggang ; Yu, Fan ; Wang, Honglin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018051.

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8
362019Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Hardle, Wolfgang Karl ; Kuo, Weiyu ; Hu, Junjie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019024.

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8
372018Predicative Ability of Similarity-based Futures Trading Strategies. (2018). Kuo, Wei-Yu ; Chiang, Mi-Hsiu ; Chiu, Hsin-Yu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018045.

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8
382018Inferences for a Partially Varying Coefficient Model With Endogenous Regressors. (2018). Su, Jia ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018047.

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7
392019What makes cryptocurrencies special? Investor sentiment and return predictability during the bubble. (2019). Renault, Thomas ; Guo, LI ; Despres, Romeo ; Chen, Cathy Yi-Hsuan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019016.

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6
402020Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment Effects. (2020). Jacob, Daniel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020014.

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6
412019FRM Financial Risk Meter. (2019). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Althof, Michael ; Mihoci, Andrija. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019021.

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6
422018Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective. (2018). Zhong, Wei ; Fan, Qingliang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018052.

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6
432018Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models. (2018). Li, Muyi ; Guo, Shaojun. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018049.

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5
442018Understanding Cryptocurrencies. (2018). , Raphael ; Raphael, ; Harvey, Campbellr ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018044.

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5
452019Forecasting in Blockchain-based Local Energy Markets. (2019). Hardle, Wolfgang Karl ; Kostmann, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019014.

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5
462018Variable selection and direction estimation for single-index models via DC-TGDR method. (2018). Ma, Shuangge ; Liu, XI ; Zhong, Wei. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018050.

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4
472019Can Deep Learning Predict Risky Retail Investors? A Case Study in Financial Risk Behavior Forecasting. (2019). Johnson, J. E. V., ; Sung, M.-C., ; Ma, T ; Lessmann, S ; Yang, Y ; Kolesnikova, A. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019023.

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4
482020Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis. (2020). Hardle, Wolfgang Karl ; Althof, Michael ; Ren, Rui. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020028.

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3
492020Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk. (2020). Wang, LI ; Hardle, Wolfgang Karl ; Chen, Shiyi. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020001.

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3
502020The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International Evidence. (2020). Cerulli, Giovanni ; Xia, Senmao ; Ye, Zhen ; Zhang, Ruige ; Zhou, Yinggang ; Meng, Lina ; Hardle, Wolfgang Karl ; Casady, Carter. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020011.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018015.

Full description at Econpapers || Download paper

146
22018Testing for bubbles in cryptocurrencies with time-varying volatility. (2018). Hafner, Christian M. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018005.

Full description at Econpapers || Download paper

14
32020On Cointegration and Cryptocurrency Dynamics. (2020). Zhang, Yanfen ; Keilbar, Georg. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020012.

Full description at Econpapers || Download paper

9
42019Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Hardle, Wolfgang Karl ; Kuo, Weiyu ; Hu, Junjie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019024.

Full description at Econpapers || Download paper

8
52020Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment Effects. (2020). Jacob, Daniel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020014.

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6
62018Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective. (2018). Zhong, Wei ; Fan, Qingliang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018052.

Full description at Econpapers || Download paper

6
72019What makes cryptocurrencies special? Investor sentiment and return predictability during the bubble. (2019). Renault, Thomas ; Guo, LI ; Despres, Romeo ; Chen, Cathy Yi-Hsuan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019016.

Full description at Econpapers || Download paper

5
82018Pricing Cryptocurrency options: the case of CRIX and Bitcoin. (2018). Wang, Weining ; Hou, Ai Jun ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018004.

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4
92019Forecasting in Blockchain-based Local Energy Markets. (2019). Hardle, Wolfgang Karl ; Kostmann, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019014.

Full description at Econpapers || Download paper

4
102020The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International Evidence. (2020). Cerulli, Giovanni ; Xia, Senmao ; Ye, Zhen ; Zhang, Ruige ; Zhou, Yinggang ; Meng, Lina ; Hardle, Wolfgang Karl ; Casady, Carter. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020011.

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3
112020Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk. (2020). Wang, LI ; Hardle, Wolfgang Karl ; Chen, Shiyi. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020001.

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3
122019Group Average Treatment Effects for Observational Studies. (2019). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Jacob, Daniel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019028.

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3
132018Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies. (2018). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018058.

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3
142018Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach. (2018). Zhou, Yinggang ; Yu, Fan ; Wang, Honglin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018051.

Full description at Econpapers || Download paper

3
152019Can Deep Learning Predict Risky Retail Investors? A Case Study in Financial Risk Behavior Forecasting. (2019). Johnson, J. E. V., ; Sung, M.-C., ; Ma, T ; Lessmann, S ; Yang, Y ; Kolesnikova, A. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019023.

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3
162019FRM Financial Risk Meter. (2019). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Althof, Michael ; Mihoci, Andrija. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019021.

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3
172018A Note on Cryptocurrencies and Currency Competition. (2018). Almosova, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018006.

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3
182020Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis. (2020). Hardle, Wolfgang Karl ; Althof, Michael ; Ren, Rui. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020028.

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3
192021Coins with benefits: On existence, pricing kernel and risk premium of cryptocurrencies. (2021). Chen, Yi-Hsuan ; Vinogradov, Dmitri V. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021006.

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3
202021FRM Financial Risk Meter for Emerging Markets. (2021). Hardle, Wolfgang Karl ; Althof, Michael ; ben Amor, Souhir. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021002.

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2
212018Knowing me, knowing you: inventor mobility and the formation of technology-oriented alliances. (2018). Goossen, Martin C ; Wagner, Stefan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018007.

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2
222020Inference of breakpoints in high-dimensional time series. (2020). Wang, Weining ; Wu, Wei Biao ; Chen, Likai. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020019.

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2
232020A Machine Learning Based Regulatory Risk Index for Cryptocurrencies. (2020). Xie, Taojun ; Hardle, Wolfgang Karl ; Ni, Xinwen. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020013.

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2
242021CATE meets ML: Conditional average treatment effect and machine learning. (2021). Jacob, Daniel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021005.

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2
252020Blockchain mechanism and distributional characteristics of cryptos. (2020). Khowaja, Kainat ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Lin, Min-Bin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020027.

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2
262019Localizing Multivariate CAViaR. (2019). Xu, Xiu ; Hardle, Wolfgang Karl ; Klochkov, Yegor. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019007.

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2
272019VCRIX - a volatility index for crypto-currencies. (2019). Hardle, Wolfgang Karl ; Trimborn, Simon ; Kim, Alisa. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019027.

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2
282018A Monetary Model of Blockchain. (2018). Almosova, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018008.

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2
292018Price Discovery on Bitcoin Markets. (2018). Dimpfl, Thomas ; Baur, Dirk G ; Pagnottoni, Paolo. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018014.

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2
302019SONIC: SOcial Network with Influencers and Communities. (2019). Klochkov, Yegor ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019025.

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2
312021K-expectiles clustering. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Li, Yingxing ; Wang, Bingling. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021003.

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2
Citing documents used to compute impact factor: 25
YearTitle
2021The impact of gross domestic product on the financing and investment efficiency of China’s commercial banks. (2021). Miao, Xiaoli ; Tan, Xiaoying ; Chiu, Yung-Ho ; Qin, Shijiong ; Shi, Zhen. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00251-3.

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2021Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. (2021). Dionisio, Andreia ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Pradhan, H K. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001800.

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2021Financial Risk Meter based on expectiles. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Li, Yingxing ; Lu, Meng-Jou ; Ren, Rui. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021008.

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2021A financial risk meter for China. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Althof, Michael ; Wang, Ruting. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021022.

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2021Understanding Smart Contracts: Hype or Hope?. (2021). Hardle, Wolfgang Karl ; Raphael, ; Zinovyeva, Elizaveta. In: Papers. RePEc:arx:papers:2103.08447.

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2021Understanding Smart Contracts: Hype or hope?. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Raphael, ; Zinovyev, Elizaveta. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021004.

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2021CATE meets ML -- The Conditional Average Treatment Effect and Machine Learning. (2021). Jacob, Daniel. In: Papers. RePEc:arx:papers:2104.09935.

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2021CATE meets ML. (2021). Jacob, Daniel. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00033-7.

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2021Rodeo or ascot: Which hat to wear at the crypto race?. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Hausler, Konstantin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021007.

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2021Indices on cryptocurrencies: An evaluation. (2021). Häusler, Konstantin ; Xia, Hongyu ; Hausler, Konstantin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021014.

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2021Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis. (2021). Pattnaik, Debidutta ; Lim, Weng Marc ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001210.

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2021What drives the liquidity of cryptocurrencies? A long-term analysis. (2021). Theissen, Erik ; Mestel, Roland ; Brauneis, Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931400x.

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2021Detecting groups in large vector autoregressions. (2021). Guðmundsson, Guðmundur ; Brownlees, Christian ; Gumundsson, Gumundur Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:2-26.

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2021Complete subset least squares support vector regression. (2021). Qiu, Yue. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000148.

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2021OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013.

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2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201.

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2021Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

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2021Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies. (2021). Xie, Tian ; Qiu, Yue ; Wang, Yifan. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003694.

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2021Volatility models for cryptocurrencies and applications in the options market. (2021). Hao, Wenyan ; Chi, Yeguang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001359.

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2021How can lenders prosper? Comparing machine learning approaches to identify profitable peer-to-peer loan investments. (2021). Mues, Christophe ; Fitzpatrick, Trevor. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:2:p:711-722.

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2021Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228.

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2021Towards next generation virtual power plant: Technology review and frameworks. (2021). Das, Sajal K ; Sarker, Subrata K ; Fahim, Shahriar Rahman ; Muyeen, S M ; Hossain, Md Zahid ; Bhuiyan, Erphan A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:150:y:2021:i:c:s1364032121006444.

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2021Blockchain and Internet of Things for Electrical Energy Decentralization: A Review and System Architecture. (2021). Afonso, Jose A ; Monteiro, Vitor ; Ferreira, Joao C ; Mataloto, Bruno ; Casquio, Manuel. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8043-:d:693003.

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2021Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Voss, Marcus ; Giasemidis, Georgios ; Arora, Siddharth ; Haben, Stephen ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326.

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2021Tail-risk protection: Machine Learning meets modern Econometrics. (2020). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2010.03315.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure. (2021). Fantazzini, Dean ; Calabrese, Raffaella. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:516-:d:666046.

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2021Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure. (2021). Fantazzini, Dean ; Calabrese, Raffaella. In: MPRA Paper. RePEc:pra:mprapa:110391.

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2021Rodeo or ascot: Which hat to wear at the crypto race?. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Hausler, Konstantin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021007.

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2021Indices on cryptocurrencies: An evaluation. (2021). Häusler, Konstantin ; Xia, Hongyu ; Hausler, Konstantin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021014.

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2021A financial risk meter for China. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Althof, Michael ; Wang, Ruting. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021022.

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Recent citations received in 2020

YearCiting document
2020Using generalized estimating equations to estimate nonlinear models with spatial data. (2020). Wang, Weining ; Wooldridge, Jeffrey M ; Lu, Cuicui. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020017.

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2020Improved Estimation of Dynamic Models of Conditional Means and Variances. (2020). Wang, Weining ; Xu, Mengshan ; Wooldridge, Jeffrey M. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020021.

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2020Tail Event Driven Factor Augmented Dynamic Model. (2020). Wang, Weining ; Yu, Lining. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020022.

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Recent citations received in 2019

YearCiting document
2019Influencers and Communities in Social Networks. (2019). Klochkov, Y ; Hardle, W K ; Chen, C. Y-H., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1998.

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2019Dynamic Network Perspective of Cryptocurrencies. (2019). Hardle, Wolfgang Karl ; Tao, Yubo ; Guo, LI. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019009.

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2019Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Hardle, Wolfgang Karl ; Kuo, Weiyu ; Hu, Junjie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019024.

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2019VCRIX - a volatility index for crypto-currencies. (2019). Hardle, Wolfgang Karl ; Trimborn, Simon ; Kim, Alisa. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019027.

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2019Group Average Treatment Effects for Observational Studies. (2019). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Jacob, Daniel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019028.

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Recent citations received in 2018

YearCiting document
2018.

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2018Bitcoin price and its marginal cost of production: support for a fundamental value. (2018). Hayes, Adam. In: Papers. RePEc:arx:papers:1805.07610.

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2018A supreme test for periodic explosive GARCH. (2018). Wu, Wei Biao ; Wang, Weining ; Richter, Stefan . In: Papers. RePEc:arx:papers:1812.03475.

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2018Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?. (2018). masciandaro, donato ; Cillo, Alessandra ; Rabitti, Giovanno ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1895.

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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.

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2018Return and volatility spillovers among cryptocurrencies. (2018). Koutmos, Dimitrios. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:122-127.

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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2018Electricity Price Forecasting Using Recurrent Neural Networks. (2018). Ugurlu, Umut ; Tas, Oktay ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1255-:d:146305.

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2018The Financial Effect of the Electricity Price Forecasts’ Inaccuracy on a Hydro-Based Generation Company. (2018). Ugurlu, Umut ; Oksuz, Ilkay ; Kaya, Aycan ; Tas, Oktay. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:8:p:2093-:d:163292.

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2018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629.

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2018Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:89445.

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2018Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States. (2018). GUPTA, RANGAN ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201832.

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2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Fang, Libing. In: Working Papers. RePEc:pre:wpaper:201858.

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2018Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting. (2018). Walther, Thomas ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:15.

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2018A Monetary Model of Blockchain. (2018). Almosova, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018008.

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2018LASSO-Driven Inference in Time and Space. (2018). Wang, Weining ; Huang, Chen ; Hardle, Wolfgang Karl ; Chernozhukov, Victor. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018021.

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2018Toolbox: Gaussian comparison on Eucledian balls. (2018). Spokoiny, Vladimir ; Koziuk, Andzhey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018028.

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2018Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective. (2018). Hardle, Wolfgang Karl ; Tao, Yubo ; Guo, LI. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018032.

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2018Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present. (2018). Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018033.

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2018A factor-model approach for correlation scenarios and correlation stress-testing. (2018). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018034.

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2018Correlation Under Stress In Normal Variance Mixture Models. (2018). Packham, Natalie ; Kalkbrener, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018035.

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2018Default probabilities and default correlations under stress. (2018). Overbeck, Ludger ; Kalkbrener, Michael ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018037.

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2018Penalized Adaptive Forecasting with Large Information Sets and Structural Changes. (2018). Hardle, Wolfgang Karl ; Li, Xinjue ; Zbonakova, Lenka. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018039.

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2018Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random Variables. (2018). Yan, Jigao. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018040.

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2018On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables. (2018). Yan, Jigao ; Kuczmaszewska, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018041.

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2018On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and its Applications. (2018). Yan, Jigao. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018042.

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2018Understanding Cryptocurrencies. (2018). , Raphael ; Raphael, ; Harvey, Campbellr ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018044.

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2018Predicative Ability of Similarity-based Futures Trading Strategies. (2018). Kuo, Wei-Yu ; Chiang, Mi-Hsiu ; Chiu, Hsin-Yu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018045.

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2018Inferences for a Partially Varying Coefficient Model With Endogenous Regressors. (2018). Su, Jia ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018047.

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2018A Regime Shift Model with Nonparametric Switching Mechanism. (2018). Zhu, Yanli ; Lin, Ming ; Chen, Haiqiang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018048.

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2018Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models. (2018). Li, Muyi ; Guo, Shaojun. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018049.

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2018Variable selection and direction estimation for single-index models via DC-TGDR method. (2018). Ma, Shuangge ; Liu, XI ; Zhong, Wei. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018050.

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2018Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach. (2018). Zhou, Yinggang ; Yu, Fan ; Wang, Honglin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018051.

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2018Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective. (2018). Zhong, Wei ; Fan, Qingliang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018052.

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2018The impact of temperature on gaming productivity: evidence from online games. (2018). Fan, Qingliang ; Bao, Xiaojia. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018053.

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2018Cryptocurrencies, Metcalfes law and LPPL models. (2018). Mazurencu-Marinescu, Miruna ; Pele, Daniel Traian. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018056.

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2018RESIDUALS INFLUENCE INDEX (RINFIN), BAD LEVERAGE AND UNMASKING IN HIGH DIMENSIONAL L2-REGRESSION. (2018). Yatracos, Yannis G. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018060.

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2018Conversion uplift in e-commerce: A systematic benchmark of modeling strategies. (2018). Lessmann, Stefan ; Gebert, Fabian ; Beque, Artem ; Gubela, Robin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018062.

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2018Deep learning-based cryptocurrency sentiment construction. (2018). Chen, Cathy Yi-Hsuan ; Nasekin, Sergey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018066.

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