IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 High Dimensional Nonstationary Time Series
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
19
Impact Factor (IF)
0.31
5 Years IF
0.72
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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2018 | 0 | 0.62 | 9.32 | 0 | 65 | 65 | 376 | 606 | 606 | 0 | 0 | 587 | 96.9 | 606 | 9.32 | 0.35 | ||
| 2019 | 0.77 | 0.63 | 0.73 | 0.77 | 30 | 95 | 58 | 69 | 675 | 65 | 50 | 65 | 50 | 24 | 34.8 | 15 | 0.5 | 0.37 |
| 2020 | 0.76 | 0.72 | 0.76 | 0.76 | 28 | 123 | 28 | 93 | 768 | 95 | 72 | 95 | 72 | 21 | 22.6 | 15 | 0.54 | 0.78 |
| 2021 | 0.43 | 0.99 | 1.02 | 1.02 | 24 | 147 | 16 | 150 | 918 | 58 | 25 | 123 | 125 | 20 | 13.3 | 11 | 0.46 | 0.41 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Bitcoin 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 | 278 |
| 2 | 2018 | Testing 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 | 43 |
| 3 | 2018 | Knowing 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. Full description at Econpapers || Download paper | 25 |
| 4 | 2018 | Price Discovery on Bitcoin Markets. (2018). Dimpfl, Thomas ; Baur, Dirk G ; Pagnottoni, Paolo. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018014. Full description at Econpapers || Download paper | 24 |
| 5 | 2018 | LASSO-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. Full description at Econpapers || Download paper | 23 |
| 6 | 2018 | A Note on Cryptocurrencies and Currency Competition. (2018). Almosova, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018006. Full description at Econpapers || Download paper | 23 |
| 7 | 2018 | Time-varying Limit Order Book Networks. (2018). Schienle, Melanie ; Liang, Chong ; Chen, Shi ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018016. Full description at Econpapers || Download paper | 22 |
| 8 | 2018 | Improving 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. Full description at Econpapers || Download paper | 22 |
| 9 | 2018 | Targeting 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. Full description at Econpapers || Download paper | 22 |
| 10 | 2018 | Deregulated 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. Full description at Econpapers || Download paper | 21 |
| 11 | 2018 | A Monetary Model of Blockchain. (2018). Almosova, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018008. Full description at Econpapers || Download paper | 21 |
| 12 | 2018 | Systemic 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. Full description at Econpapers || Download paper | 20 |
| 13 | 2018 | Textual 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. Full description at Econpapers || Download paper | 20 |
| 14 | 2018 | A Regime Shift Model with Nonparametric Switching Mechanism. (2018). Zhu, Yanli ; Lin, Ming ; Chen, Haiqiang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018020. Full description at Econpapers || Download paper | 19 |
| 15 | 2018 | Lasso, knockoff and Gaussian covariates: a comparison. (2018). Davies, Laurie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018019. Full description at Econpapers || Download paper | 19 |
| 16 | 2018 | Nonparametric 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. Full description at Econpapers || Download paper | 19 |
| 17 | 2019 | Risk 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 | 19 |
| 18 | 2018 | Adaptive Nonparametric Clustering. (2018). Spokoiny, Vladimir ; Adamyan, Larisa ; Efimov, Kirill. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018018. Full description at Econpapers || Download paper | 19 |
| 19 | 2018 | Learning from Errors: The case of monetary and fiscal policy regimes. (2018). Tryphonides, Andreas. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018022. Full description at Econpapers || Download paper | 19 |
| 20 | 2018 | Understanding 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. Full description at Econpapers || Download paper | 18 |
| 21 | 2018 | Large 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. Full description at Econpapers || Download paper | 18 |
| 22 | 2018 | Construction 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. Full description at Econpapers || Download paper | 18 |
| 23 | 2018 | A Regime Shift Model with Nonparametric Switching Mechanism. (2018). Zhu, Yanli ; Lin, Ming ; Chen, Haiqiang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018048. Full description at Econpapers || Download paper | 18 |
| 24 | 2018 | Bootstrap Confidence Sets for Spectral Projectors of Sample Covariance. (2018). Ulyanovk, V ; Spokoiny, V ; Naumov, A. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018024. Full description at Econpapers || Download paper | 18 |
| 25 | 2018 | Bayesian inference for spectral projectors of covariance matrix. (2018). Spokoiny, Vladimir ; Silin, Igor. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018027. Full description at Econpapers || Download paper | 18 |
| 26 | 2018 | Instrumental variables regression. (2018). Spokoiny, Vladimir ; Koziuk, Andzhey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018031. Full description at Econpapers || Download paper | 17 |
| 27 | 2018 | Gaussian 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. Full description at Econpapers || Download paper | 17 |
| 28 | 2018 | Toolbox: Gaussian comparison on Eucledian balls. (2018). Spokoiny, Vladimir ; Koziuk, Andzhey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018028. Full description at Econpapers || Download paper | 17 |
| 29 | 2019 | What 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 | 13 |
| 30 | 2018 | Model risk of contingent claims. (2018). Packham, Natalie ; Detering, Nils. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018036. Full description at Econpapers || Download paper | 13 |
| 31 | 2018 | Correlation Under Stress In Normal Variance Mixture Models. (2018). Packham, Natalie ; Kalkbrener, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018035. Full description at Econpapers || Download paper | 13 |
| 32 | 2018 | Default probabilities and default correlations under stress. (2018). Overbeck, Ludger ; Kalkbrener, Michael ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018037. Full description at Econpapers || Download paper | 12 |
| 33 | 2018 | Pricing 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. Full description at Econpapers || Download paper | 12 |
| 34 | 2018 | Complete 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. Full description at Econpapers || Download paper | 11 |
| 35 | 2020 | On 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 |
| 36 | 2018 | Predicative 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. Full description at Econpapers || Download paper | 8 |
| 37 | 2018 | Nonparametric 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 | 8 |
| 38 | 2018 | Investing 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. Full description at Econpapers || Download paper | 8 |
| 39 | 2018 | Property 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 | 8 |
| 40 | 2018 | Topic Modeling for Analyzing Open-Ended Survey Responses. (2018). Lessmann, Stefan ; Pietsch, Andra-Selina. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018054. Full description at Econpapers || Download paper | 7 |
| 41 | 2018 | Understanding Cryptocurrencies. (2018). , Raphael ; Raphael, ; Harvey, Campbellr ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018044. Full description at Econpapers || Download paper | 7 |
| 42 | 2018 | Inferences 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. Full description at Econpapers || Download paper | 7 |
| 43 | 2019 | FRM Financial Risk Meter. (2019). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Althof, Michael ; Mihoci, Andrija. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019021. Full description at Econpapers || Download paper | 6 |
| 44 | 2020 | Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment Effects. (2020). Jacob, Daniel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020014. Full description at Econpapers || Download paper | 6 |
| 45 | 2020 | Forex exchange rate forecasting using deep recurrent neural networks. (2020). Seow, Hsin-Vonn ; Lessmann, Stefan ; Hardle, Wolfgang Karl ; Dautel, Alexander Jakob. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020006. Full description at Econpapers || Download paper | 5 |
| 46 | 2018 | Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models. (2018). Li, Muyi ; Guo, Shaojun. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018049. Full description at Econpapers || Download paper | 5 |
| 47 | 2019 | Forecasting 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 | 5 |
| 48 | 2020 | Tail 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. Full description at Econpapers || Download paper | 5 |
| 49 | 2019 | Group Average Treatment Effects for Observational Studies. (2019). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Jacob, Daniel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019028. Full description at Econpapers || Download paper | 5 |
| 50 | 2019 | Can 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. Full description at Econpapers || Download paper | 4 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Bitcoin 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 | 170 |
| 2 | 2019 | Risk 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 | 18 |
| 3 | 2018 | Testing 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 | 10 |
| 4 | 2019 | What 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 | 9 |
| 5 | 2018 | Nonparametric 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 |
| 6 | 2020 | On Cointegration and Cryptocurrency Dynamics. (2020). Zhang, Yanfen ; Keilbar, Georg. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020012. Full description at Econpapers || Download paper | 6 |
| 7 | 2018 | Knowing 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. Full description at Econpapers || Download paper | 5 |
| 8 | 2020 | Tail 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. Full description at Econpapers || Download paper | 5 |
| 9 | 2018 | A Note on Cryptocurrencies and Currency Competition. (2018). Almosova, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018006. Full description at Econpapers || Download paper | 4 |
| 10 | 2018 | Pricing 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. Full description at Econpapers || Download paper | 4 |
| 11 | 2021 | K-expectiles clustering. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Li, Yingxing ; Wang, Bingling. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021003. Full description at Econpapers || Download paper | 4 |
| 12 | 2019 | Forecasting 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 |
| 13 | 2020 | Forex exchange rate forecasting using deep recurrent neural networks. (2020). Seow, Hsin-Vonn ; Lessmann, Stefan ; Hardle, Wolfgang Karl ; Dautel, Alexander Jakob. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020006. Full description at Econpapers || Download paper | 4 |
| 14 | 2018 | Topic Modeling for Analyzing Open-Ended Survey Responses. (2018). Lessmann, Stefan ; Pietsch, Andra-Selina. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018054. Full description at Econpapers || Download paper | 4 |
| 15 | 2021 | CATE meets ML: Conditional average treatment effect and machine learning. (2021). Jacob, Daniel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021005. Full description at Econpapers || Download paper | 4 |
| 16 | 2020 | Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment Effects. (2020). Jacob, Daniel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020014. Full description at Econpapers || Download paper | 3 |
| 17 | 2020 | A 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. Full description at Econpapers || Download paper | 3 |
| 18 | 2021 | Coins 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. Full description at Econpapers || Download paper | 3 |
| 19 | 2019 | VCRIX - a volatility index for crypto-currencies. (2019). Hardle, Wolfgang Karl ; Trimborn, Simon ; Kim, Alisa. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019027. Full description at Econpapers || Download paper | 3 |
| 20 | 2018 | Understanding Cryptocurrencies. (2018). , Raphael ; Raphael, ; Harvey, Campbellr ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018044. Full description at Econpapers || Download paper | 2 |
| 21 | 2019 | FRM Financial Risk Meter. (2019). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Althof, Michael ; Mihoci, Andrija. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019021. Full description at Econpapers || Download paper | 2 |
| 22 | 2019 | Group Average Treatment Effects for Observational Studies. (2019). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Jacob, Daniel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019028. Full description at Econpapers || Download paper | 2 |
| 23 | 2018 | A Monetary Model of Blockchain. (2018). Almosova, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018008. Full description at Econpapers || Download paper | 2 |
| 24 | 2020 | Blockchain 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. Full description at Econpapers || Download paper | 2 |
| 25 | 2018 | Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method. (2018). Niu, Linlin ; Han, Qian ; Chen, Ying. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018046. Full description at Econpapers || Download paper | 2 |
| 26 | 2021 | Indices on cryptocurrencies: An evaluation. (2021). Häusler, Konstantin ; Xia, Hongyu ; Hausler, Konstantin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021014. Full description at Econpapers || Download paper | 2 |
| 27 | 2021 | FRM Financial Risk Meter for Emerging Markets. (2021). Hardle, Wolfgang Karl ; Althof, Michael ; ben Amor, Souhir. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021002. Full description at Econpapers || Download paper | 2 |
| 28 | 2018 | Improving 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. Full description at Econpapers || Download paper | 2 |
| 29 | 2020 | Deep Learning application for fraud detection in financial statements. (2020). Lessmann, Stefan ; Kim, Alisa ; Craja, Patricia. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020007. Full description at Econpapers || Download paper | 2 |
| 30 | 2021 | Valuing cryptocurrencies: Three easy pieces. (2021). Burda, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021011. Full description at Econpapers || Download paper | 2 |
| 31 | 2018 | Property 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 | 2 |
Citing documents used to
compute impact factor: 16
| Year | Title | |
|---|---|---|
| 2022 | Recovering from severe drought in the drylands of Ethiopia: Impact of Comprehensive Resilience Programming. (2022). Frankenberger, Timothy R ; Smith, Lisa C. In: World Development. RePEc:eee:wdevel:v:156:y:2022:i:c:s0305750x22000195. Full description at Econpapers || Download paper | |
| 2022 | A framework for identifying the falsified financial statements using network textual analysis: a general model and the Greek example. (2022). Karakitsiou, Athanasia ; Pazarskis, Michail ; Kydros, Dimitrios. In: Annals of Operations Research. RePEc:spr:annopr:v:316:y:2022:i:1:d:10.1007_s10479-021-04086-0. Full description at Econpapers || Download paper | |
| 2022 | Rodeo or Ascot: which hat to wear at the crypto race?. (2021). Hardle, Wolfgang Karl ; Hausler, Konstantin. In: Papers. RePEc:arx:papers:2103.12461. Full description at Econpapers || Download paper | |
| 2022 | Forecasting the Price of the Cryptocurrency Using Linear and Nonlinear Error Correction Model. (2022). Jun, Chulhee ; Cho, Chanho ; Kim, Jong-Min. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:74-:d:746120. Full description at Econpapers || Download paper | |
| 2022 | Ring the alarm! Electricity markets, renewables, and the pandemic. (2022). Benatia, David. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005995. Full description at Econpapers || Download paper | |
| 2022 | Financial Risk Meter FRM based on Expectiles. (2022). Hardle, Wolfgang Karl ; Li, Yingxing ; Lu, Meng-Jou ; Ren, Rui. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001597. Full description at Econpapers || Download paper | |
| 2022 | Indices on cryptocurrencies: an evaluation. (2022). Xia, Hongyu ; Hausler, Konstantin. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00048-8. Full description at Econpapers || Download paper | |
| 2022 | Investigating the role of central banks in the interconnection between financial markets and cryptoassets. (2022). Kostika, Eleftheria ; Pelagidis, Theodore. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:49:y:2022:i:3:d:10.1007_s40812-022-00227-z. Full description at Econpapers || Download paper | |
| 2022 | On functional data analysis and related topics. (2022). Vieu, Philippe ; Hukova, Marie ; Horova, Ivana ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001391. Full description at Econpapers || Download paper | |
| 2022 | Meta-Learners for Estimation of Causal Effects: Finite Sample Cross-Fit Performance. (2022). Okasa, Gabriel. In: Papers. RePEc:arx:papers:2201.12692. Full description at Econpapers || Download paper | |
| 2022 | Programmable money: next-generation blockchain-based conditional payments. (2022). Staples, Mark ; Weber, Ingo . In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00059-5. Full description at Econpapers || Download paper | |
| 2022 | Discussion on: âProgrammable money: next generation blockchain-based conditional paymentsâ by Ingo Weber and Mark Staples. (2022). Burda, Michael C. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00064-8. Full description at Econpapers || Download paper | |
| 2022 | Analysis of the cryptocurrency market using different prototype-based clustering techniques. (2022). Arroyo, Javier ; Lorenzo, Luis. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00310-9. Full description at Econpapers || Download paper | |
| 2022 | Volatility spillovers across NFTs news attention and financial markets. (2022). Wang, Yizhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002666. Full description at Econpapers || Download paper | |
| 2022 | Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing. (2022). Aste, Tomaso ; Wang, Yuanrong ; Saef, Danial. In: Papers. RePEc:arx:papers:2208.12614. Full description at Econpapers || Download paper | |
| 2022 | Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures. (2021). Zohren, Stefan ; Lim, Bryan ; Poh, Daniel ; Roberts, Stephen. In: Papers. RePEc:arx:papers:2105.10019. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Crypto 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. Full description at Econpapers || Download paper | |
| 2021 | Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure. (2021). Fantazzini, Dean ; Calabrese, Raffaella. In: MPRA Paper. RePEc:pra:mprapa:110391. Full description at Econpapers || Download paper | |
| 2021 | Rodeo 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. Full description at Econpapers || Download paper | |
| 2021 | Indices on cryptocurrencies: An evaluation. (2021). Häusler, Konstantin ; Xia, Hongyu ; Hausler, Konstantin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021014. Full description at Econpapers || Download paper | |
| 2021 | A financial risk meter for China. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Althof, Michael ; Wang, Ruting. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021022. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Using 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. Full description at Econpapers || Download paper | |
| 2020 | Improved 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. Full description at Econpapers || Download paper | |
| 2020 | Tail Event Driven Factor Augmented Dynamic Model. (2020). Wang, Weining ; Yu, Lining. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020022. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Influencers 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. Full description at Econpapers || Download paper | |
| 2019 | Dynamic Network Perspective of Cryptocurrencies. (2019). Hardle, Wolfgang Karl ; Tao, Yubo ; Guo, LI. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019009. Full description at Econpapers || Download paper | |
| 2019 | Risk 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 | |
| 2019 | SONIC: 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. Full description at Econpapers || Download paper | |
| 2019 | VCRIX - a volatility index for crypto-currencies. (2019). Hardle, Wolfgang Karl ; Trimborn, Simon ; Kim, Alisa. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019027. Full description at Econpapers || Download paper | |
| 2019 | Group Average Treatment Effects for Observational Studies. (2019). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Jacob, Daniel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019028. Full description at Econpapers || Download paper |
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