[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1991 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1992 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1993 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1994 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1995 | 0 | 0.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
1996 | 0 | 0.21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1997 | 0 | 0.23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.13 | |||||
1998 | 0 | 0.24 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
1999 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
2000 | 0 | 0.44 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
2001 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
2002 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.23 | |||||
2003 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
2004 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
2005 | 0 | 0.49 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.29 | |||||
2006 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
2007 | 0 | 0.39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
2008 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.23 | |||||
2009 | 0 | 0.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
2010 | 0 | 0.37 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.19 | |||||
2011 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | |||||
2012 | 0 | 0.5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | |||||
2013 | 0 | 0.5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
2014 | 0 | 0.53 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
2015 | 0 | 0.53 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
2016 | 0 | 0.54 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
2017 | 0 | 0.54 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
2018 | 0 | 0.53 | 1.83 | 0 | 65 | 65 | 82 | 119 | 119 | 0 | 0 | 115 | 96.6 | 119 | 1.83 | 0.26 | ||
2019 | 0.06 | 0.55 | 0.15 | 0.06 | 30 | 95 | 17 | 14 | 133 | 65 | 4 | 65 | 4 | 11 | 78.6 | 9 | 0.3 | 0.32 |
2020 | 0.05 | 0.63 | 0.15 | 0.05 | 28 | 123 | 13 | 18 | 151 | 95 | 5 | 95 | 5 | 16 | 88.9 | 13 | 0.46 | 0.58 |
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 |
# | 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 | 42 |
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 | 24 |
3 | 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 | 20 |
4 | 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 | 20 |
5 | 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 | 19 |
6 | 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 |
7 | 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 |
8 | 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 | 8 |
9 | 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 |
10 | 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 | 5 |
11 | 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 |
12 | 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 | 4 |
13 | 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 | 3 |
14 | 2020 | The 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. Full description at Econpapers || Download paper | 3 |
15 | 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 | 3 |
16 | 2020 | Estimation and Determinants of Chinese Banksâ 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. Full description at Econpapers || Download paper | 3 |
17 | 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 | 2 |
18 | 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 |
19 | 2019 | Estimating low sampling frequency risk measure by high-frequency data. (2019). Hardle, Wolfgang Karl ; Wesselhofft, Niels. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019003. Full description at Econpapers || Download paper | 2 |
20 | 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 | 2 |
21 | 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 | 2 |
22 | 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 | 1 |
23 | 2019 | Localizing Multivariate CAViaR. (2019). Xu, Xiu ; Hardle, Wolfgang Karl ; Klochkov, Yegor. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019007. Full description at Econpapers || Download paper | 1 |
24 | 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 | 1 |
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 | 1 |
26 | 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 | 1 |
27 | 2019 | Affordable Uplift: Supervised Randomization in Controlled Exprtiments. (2019). Lessmann, Stefan ; Gubela, Robin M ; Jacob, Daniel ; Haupt, Johannes. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019026. Full description at Econpapers || Download paper | 1 |
28 | 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 | 1 |
29 | 2019 | Modelling Systemic Risk Using Neural Network Quantile Regression. (2019). Wang, Weining ; Keilbar, Georg. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019019. Full description at Econpapers || Download paper | 1 |
30 | 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 | 1 |
31 | 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 | 1 |
32 | 2018 | Deep learning-based cryptocurrency sentiment construction. (2018). Chen, Cathy Yi-Hsuan ; Nasekin, Sergey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018066. Full description at Econpapers || Download paper | 1 |
33 | 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 | 1 |
34 | 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 | 1 |
35 | 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 | 1 |
36 | 2021 | Surrogate Models for Optimization of Dynamical Systems. (2021). Khowaja, Kainat ; Hardle, Wolfgang Karl ; Shcherbatyy, Mykhaylo. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021001. Full description at Econpapers || Download paper | 1 |
37 | 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 | 1 |
38 | 2018 | Penalized 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. Full description at Econpapers || Download paper | 1 |
39 | 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 | 1 |
40 | 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 | 1 |
41 | 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 | 1 |
# | 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 | 42 |
2 | 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 | 8 |
3 | 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 |
4 | 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 | 5 |
5 | 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 | 5 |
6 | 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 | 4 |
7 | 2020 | Estimation and Determinants of Chinese Banksâ 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. Full description at Econpapers || Download paper | 3 |
8 | 2020 | The 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. Full description at Econpapers || Download paper | 3 |
9 | 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 | 3 |
10 | 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 | 2 |
11 | 2019 | Estimating low sampling frequency risk measure by high-frequency data. (2019). Hardle, Wolfgang Karl ; Wesselhofft, Niels. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019003. Full description at Econpapers || Download paper | 2 |
12 | 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 |
13 | 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 | 2 |
Year | Title | |
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2020 | . Full description at Econpapers || Download paper | |
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 | |
2020 | COVID-19 contagion and digital finance. (2020). Agosto, Arianna ; Giudici, Paolo. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00021-3. Full description at Econpapers || Download paper | |
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 | |
2020 | A supreme test for periodic explosive GARCH. (2020). Wang, Weining ; Wu, Wei Biao ; Richter, Stefan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020018. Full description at Econpapers || Download paper |
Year | Citing document | |
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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 |
Year | Citing document | |
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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 | 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 |
Year | Citing document | |
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2018 | LASSO-Driven Inference in Time and Space. (2018). HÃÆärdle, Wolfgang ; Chernozhukov, Victor ; Wang, W ; Huang, C ; Hardle, W K. In: Working Papers. RePEc:cty:dpaper:18/04. Full description at Econpapers || Download paper | |
2018 | Return and volatility spillovers among cryptocurrencies. (2018). Koutmos, Dimitrios. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:122-127. Full description at Econpapers || Download paper | |
2018 | Bitcoin is not the New Gold ââ¬â 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. Full description at Econpapers || Download paper | |
2018 | Exogenous 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. Full description at Econpapers || Download paper | |
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 | |
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 | |
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 | |
2018 | Optimal 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. Full description at Econpapers || Download paper | |
2018 | A factor-model approach for correlation scenarios and correlation stress-testing. (2018). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018034. Full description at Econpapers || Download paper | |
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 | |
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 | |
2018 | Penalized 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. Full description at Econpapers || Download paper | |
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 | |
2018 | On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables. (2018). Yan, Jigao ; Kuczmaszewska, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018041. Full description at Econpapers || Download paper | |
2018 | On 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. Full description at Econpapers || Download paper | |
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 | |
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 | |
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 | |
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 | |
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 | |
2018 | Variable 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. Full description at Econpapers || Download paper | |
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 | |
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 | |
2018 | The impact of temperature on gaming productivity: evidence from online games. (2018). Fan, Qingliang ; Bao, Xiaojia. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018053. Full description at Econpapers || Download paper | |
2018 | Cryptocurrencies, Metcalfes law and LPPL models. (2018). Mazurencu-Marinescu, Miruna ; Pele, Daniel Traian. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018056. Full description at Econpapers || Download paper | |
2018 | RESIDUALS 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. Full description at Econpapers || Download paper | |
2018 | Conversion 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. Full description at Econpapers || Download paper | |
2018 | Deep learning-based cryptocurrency sentiment construction. (2018). Chen, Cathy Yi-Hsuan ; Nasekin, Sergey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018066. Full description at Econpapers || Download paper |