Song Song : Citation Profile


6

H index

6

i10 index

511

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 63
   Journals where Song Song has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 3 (0.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso178
   Updated: 2026-01-10    RAS profile: 2023-03-10    
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Relations with other researchers


Works with:

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

Is cited by:

GUPTA, RANGAN (98)

Balcilar, Mehmet (47)

Wohar, Mark (26)

Härdle, Wolfgang (21)

Demirer, Riza (21)

Pierdzioch, Christian (18)

Tiwari, Aviral (15)

Bouri, Elie (12)

Shahbaz, Muhammad (12)

Adekoya, Oluwasegun (11)

Shahzad, Syed Jawad Hussain (9)

Cites to:

Härdle, Wolfgang (19)

Reichlin, Lucrezia (17)

Hallin, Marc (9)

Mammen, Enno (9)

Giannone, Domenico (9)

Lippi, Marco (8)

Hautsch, Nikolaus (8)

Forni, Mario (8)

Sala, Luca (7)

Chudik, Alexander (6)

Pesaran, Mohammad (6)

Main data


Where Song Song has published?


Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk5

Recent works citing Song Song (2025 and 2024)


YearTitle of citing document
2024Estimation of Grouped Time-Varying Network Vector Autoregression Models. (2024). Li, Degui ; Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin. In: Papers. RePEc:arx:papers:2303.10117.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

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2025Assessment of the causal links between energy, technologies, and economic growth in China: An application of wavelet coherence and hybrid quantile causality approaches. (2025). Ullah, Assad ; Chen, Yufeng ; Ur, Zia. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s030626192401852x.

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2024Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability leaders. (2024). Isfahani, Mohammad Nasr ; Asl, Mahdi Ghaemi ; Vasa, Laszlo ; Xiang, Diling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1271-1295.

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2024Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens. (2024). Agyei, Samuel Kwaku ; Gubareva, Mariya ; Yang, Junhua ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001535.

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2024Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

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2025Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250.

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2025Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach. (2025). Canepa, Alessandra ; Alqaralleh, Huthaifa Sameeh ; Muchova, Eva. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002596.

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2025Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Bouri, Elie ; Liu, Ruipeng. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000138.

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2025Quantile Granger causality in the presence of instability. (2025). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000466.

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2024Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain. (2024). Chen, Ying ; Peng, Hanqiu ; Trimborn, Simon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000641.

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2024African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876.

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2024The impact of oil shocks on green, clean, and socially responsible markets. (2024). Gabauer, David ; Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377.

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2025The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107.

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2025Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches. (2025). Yoon, Seong-Min ; Jiang, Zhuhua ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002853.

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2025Oil market uncertainty and Chinas macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis. (2025). Zhou, Jinlan ; Li, Zhensheng ; Liu, Zhuang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004451.

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2024COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches. (2024). Chen, Yanan ; Qi, Haozhi. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030049.

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2024Nexus between carbon, stock, and energy markets in New Zealand: An analysis of causal domains. (2024). Poletti, Stephen ; Sheng, Mingyue Selena ; Tao, Miaomiao ; Wen, LE. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011824.

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2024Dynamic connectedness of clean energy markets, green markets, and sustainable markets: The role of climate policy uncertainty. (2024). USMAN, OJONUGWA ; Adebayo, Tomiwa Sunday ; Ozkan, Oktay. In: Energy. RePEc:eee:energy:v:303:y:2024:i:c:s0360544224017304.

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2024Nord stream 2, geopolitical conflicts and energy security: Evidence from EU regions. (2024). Chen, Rong ; Zhang, Qingjun ; Liang, Anran ; Ma, Sijie. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224036144.

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2025The impact of climate risks on global energy production and consumption: New evidence from causality-in-quantile and wavelet analysis. (2025). Gao, Hanxiao ; Lan, Yong ; Li, Hailing ; Zhang, Hua ; Zhou, Ping. In: Energy. RePEc:eee:energy:v:319:y:2025:i:c:s036054422500492x.

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2025Does green finance improve energy security in Chinese Provinces? Evidence from machine learning approaches. (2025). Yan, Haiming ; Khursheed, Muhammad Aqib ; Han, DI. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225033833.

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2025Dynamic connectedness of decomposed energy-risks shocks and the United States’ S&P 500 indexes. (2025). Alola, Andrew Adewale ; Altinta, Halil ; Dam, Mehmet Metin. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225035042.

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2025Dynamics of extreme spillovers between clean energy stocks and fossil fuels: The role of climate policy uncertainty and geopolitical risks. (2025). Mubaiwa, Darren T ; Fasanya, Ismail O. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503909x.

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2024Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices. (2024). Zhou, Xiangjing ; Lu, Ran ; Abedin, Mohammad Zoynul ; Zeng, Hongjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400005x.

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2024The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Helmi, Mohamad Husam ; Elsayed, Ahmed ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100.

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2025Is a picture really worth a thousand words? Investigating the impact of investor sentiment on sustainable stocks. (2025). Mokni, Khaled ; Nammouri, Hela ; Dhaoui, Chedia ; ben Jabeur, Sami. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007792.

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2024Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach. (2024). le Roux, Sara ; Raheem, Ibrahim D ; Ur, Mobeen. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000829.

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2025Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre ; Caporin, Massimiliano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000460.

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2025Scaled envelope models for multivariate time series. (2025). Samadi, Yaser S ; Wiranthe, H M. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000770.

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2024Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals. (2024). Zhang, Xiangyu ; Raza, Syed Ali ; Guo, Changrong ; Masood, Amna. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011819.

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2024Gold, platinum and the predictability of bubbles in global stock markets. (2024). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Nielsen, Joshua. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752.

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2024Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques. (2024). Zhu, Xuehong ; Zhang, Shishi ; Ding, Qian. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002666.

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2024Eco-tech fusion: Unraveling the nonparametric causal effects of fintech, natural resources, digital infrastructure, and economic growth on environmental sustainability from a quantile perspective. (2024). Hassan, M. Kabir ; Khaskheli, Asadullah ; Raza, Syed Ali ; Ahmed, Mansoora. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006913.

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2024Impact of economic policy uncertainty on global carbon emissions. (2024). Farid, Saqib ; Zafar, Quratulain. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:2:s1090944324000255.

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2025Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201.

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2024Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study. (2024). Chen, Yanan ; Qi, Haozhi. In: Renewable Energy. RePEc:eee:renene:v:228:y:2024:i:c:s0960148124006463.

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2024Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables. (2024). Shahzad, Umer ; Khalfaoui, Rabeh ; Tedeschi, Marco ; Asl, Mahdi Ghaemi. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007906.

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2024Do shipping freight markets impact commodity markets?. (2024). Wohar, Mark ; Tiwari, Aviral ; Trabelsi, Nader ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:986-1014.

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2024Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects. (2024). Man, Yuanyuan ; He, Yongda ; Zhang, Sunpei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1397-1416.

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2024Do China and USA differ in the interrelationship between green bond and ESG markets?. (2024). Zhuang, Zhitao ; Liu, Yejiao ; Gu, Xuesong ; Xing, Xiaoyun ; Deng, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:919-934.

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2025Extreme dependence, connectedness, and causality between US sector stocks and oil shocks. (2025). Mensi, Walid ; Gk, Remzi ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Gemici, Eray. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000991.

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2024Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Anwar, Rija ; Benkraiem, Ramzi ; Guesmi, Khaled. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002647.

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2025Influence of green ICT and socioeconomic factors on sustainable development: Evidence from Chinese provinces. (2025). Chishti, Muhammad Zubair ; Du, Anna Min ; Xaisongkham, Sorphasith ; Salam, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004173.

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2025Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Ji, Qiang ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004604.

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2025Extreme risk connection among the European Tourism, energy and carbon emission markets. (2025). Abedin, Mohammad Zoynul ; Zeng, Hongjun ; Huang, Qingcheng ; Ahmed, Abdullahi D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004860.

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2025Measuring the impact of cyber policy: A news-based cyber policy index and its spillover to U.S. stock sectors. (2025). Shi, Shimeng ; Zhai, Jia ; Tao, Zheng ; Zong, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002867.

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2024A question for sustainable development goal 10: How relevant is innovation patenting receipts to income distributions?. (2024). Odhiambo, Nicholas ; Zaman, Umer ; Ngepah, Nicholas ; Onwe, Joshua Chukwuma ; Uche, Emmanuel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003020.

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2024The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques. (2024). Gao, Wang ; Zhang, Hongwei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004013.

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2024Cycles-specific benefits of smart transport for sustainable investing: Global and regional perspectives with different ethical paradigms. (2024). Nie, Pu-yan ; Charkh, Cyrus ; Asl, Mahdi Ghaemi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005055.

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2024Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Guesmi, K ; Raza, S A ; Anwar, R ; Benkraiem, R. In: Post-Print. RePEc:hal:journl:hal-04720743.

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2024Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test. (2024). USMAN, OJONUGWA ; PATA, Uğur ; Olasehinde-Williams, Godwin ; Ozkan, Oktay. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09430-x.

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2024The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis. (2024). Alqaralleh, Huthaifa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09433-8.

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2024Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach. (2024). Ozkan, Oktay ; Olanipekun, Ifedola ; Olasehinde-Williams, Godwin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10450-y.

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2025Geopolitical risk contagion across strategic sectors: Nonlinear evidence from defense, cybersecurity, energy, and raw materials. (2025). Gheorghe, Catalin ; Panazan, Oana. In: PLOS ONE. RePEc:plo:pone00:0330557.

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2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Caporin, Massimiliano ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202407.

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2024Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks. (2024). Plakandaras, Vasilios ; GUPTA, RANGAN ; Foglia, Matteo ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202415.

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2024Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Liphadzi, Asingamaanda. In: Working Papers. RePEc:pre:wpaper:202424.

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2024Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Liu, Rui Peng ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202440.

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2025Climate Risks and Predictability of Financial Risks in the US Banking Sector. (2025). GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202507.

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2025Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework. (2025). GUPTA, RANGAN ; Olaniran, Abeeb ; Gabauer, David ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202524.

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2025Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach. (2025). GUPTA, RANGAN ; Caporin, Massimiliano ; Torrent, Hudson S ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:202526.

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2025Does Mining Activity Drive Crash Risks in Cryptocurrency Markets? An Application to Bitcoin. (2025). GUPTA, RANGAN ; Demirer, Riza ; Olaniran, Abeeb ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202530.

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2025Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles. (2025). Demirer, Riza ; Bouri, Elie ; Gupta, Rangan ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202539.

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2024Geothermal energy and carbon emissions nexus in leading geothermal-consuming nations: Evidence from nonparametric analysis. (2024). Ojekemi, Opeoluwa Seun ; Adegboye, Oluwatayomi Rereloluwa ; Umar, Muhammad ; Awosusi, Abraham Ayobamiji. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:5:p:2726-2752.

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2024The effect of financial stress on renewable energy consumption: evidence from US data. (2024). Shafiullah, Muhammad ; Alam, Md Samsul ; Miah, Mohammad Dulal. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:10:d:10.1007_s10668-023-03747-3.

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2024Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities. (2024). Roubaud, David ; Asl, Mahdi Ghaemi. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00623-5.

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2025Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Nielsen, Joshua ; Nel, Jacobus. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00692-6.

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2024Nonlinear and Nonparametric Causal Relationship Between Financial Inclusion, Energy Efficiency, and Sustainable Environment in Developed Economies. (2024). Puah, Chin-Hong ; Raza, Syed Ali ; Lang, Qiaoqi ; Khan, Komal Akram ; Khaskheli, Asadullah. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01198-9.

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2024Influential assets in Large-Scale Vector AutoRegressive Models. (2024). Trimborn, Simon ; Zhang, Kexin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240080.

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2025Assessing the predictive ability of information globalization under global value chains‐environmental sustainability nexus in the BRICS economies: A nonparametric causality approach. (2025). Nadeem, Muhammad ; Yu, Dong ; Wang, Zilong. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:3:p:2891-2916.

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Works by Song Song:


YearTitleTypeCited
2011Large Vector Auto Regressions In: Papers.
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paper79
2011Large vector auto regressions.(2011) In: SFB 649 Discussion Papers.
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This paper has nother version. Agregated cites: 79
paper
2012A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE In: Econometric Theory.
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article314
2016Group-wise semiparametric modeling: A SCSE approach In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article0
2010Partial Linear Quantile Regression and Bootstrap Confidence Bands In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper17
2010High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper14
2011Large Vector Auto Regressions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper68
2011Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper1
2014Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study In: Psychometrika.
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2010Partial linear quantile regression and bootstrap confidence bands In: SFB 649 Discussion Papers.
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2010High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model In: SFB 649 Discussion Papers.
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2011Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns In: SFB 649 Discussion Papers.
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