IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 High Dimensional Nonstationary Time Series
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
19
Impact Factor (IF)
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 | |
| 2018 | 0 | 0.62 | 9.25 | 0 | 65 | 65 | 295 | 601 | 601 | 0 | 0 | 586 | 97.5 | 601 | 9.25 | 0.35 | ||
| 2019 | 0.72 | 0.62 | 0.68 | 0.72 | 30 | 95 | 41 | 65 | 666 | 65 | 47 | 65 | 47 | 22 | 33.8 | 14 | 0.47 | 0.37 |
| 2020 | 0.66 | 0.7 | 0.67 | 0.66 | 28 | 123 | 23 | 83 | 749 | 95 | 63 | 95 | 63 | 21 | 25.3 | 15 | 0.54 | 0.72 |
| 2021 | 0.43 | 1.01 | 0.99 | 0.98 | 24 | 147 | 13 | 146 | 895 | 58 | 25 | 123 | 121 | 20 | 13.7 | 11 | 0.46 | 0.42 |
| 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 | 208 |
| 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 | 40 |
| 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 | 24 |
| 4 | 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 |
| 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 | 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 | 22 |
| 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 | 21 |
| 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 | 21 |
| 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 | 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 |
| 13 | 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 | 20 |
| 14 | 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 |
| 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 | 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 |
| 18 | 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 |
| 19 | 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 | 19 |
| 20 | 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 |
| 21 | 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 |
| 22 | 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 |
| 23 | 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 |
| 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 | 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 |
| 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 | 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 |
| 29 | 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 |
| 30 | 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 |
| 31 | 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 |
| 32 | 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 |
| 33 | 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 | 11 |
| 34 | 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 |
| 35 | 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 |
| 36 | 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 |
| 37 | 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 |
| 38 | 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 | 8 |
| 39 | 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 |
| 40 | 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 |
| 41 | 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 |
| 42 | 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 | 6 |
| 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 | 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 |
| 45 | 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 |
| 46 | 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 | 4 |
| 47 | 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 | 4 |
| 48 | 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 |
| 49 | 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 | 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 |
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 | 157 |
| 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 | 14 |
| 3 | 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 | 11 |
| 4 | 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 |
| 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 | 8 |
| 6 | 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 | 7 |
| 7 | 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 |
| 8 | 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 |
| 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 | 4 |
| 10 | 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 |
| 11 | 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 | 4 |
| 12 | 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 | 3 |
| 13 | 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 |
| 14 | 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 | 3 |
| 15 | 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 | 3 |
| 16 | 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 | 3 |
| 17 | 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 | 3 |
| 18 | 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 | 3 |
| 19 | 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 | 3 |
| 20 | 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 |
| 21 | 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 |
| 22 | 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 | 2 |
| 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 | 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 | 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 | 2 |
| 26 | 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 | 2 |
| 27 | 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 |
| 28 | 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 | 2 |
| 29 | 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 |
| 30 | 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 | 2 |
| 31 | 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 |
| 32 | 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 |
| 33 | 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 | 2 |
| 34 | 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 | 2 |
| 35 | 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 |
| 36 | 2020 | Inference of breakpoints in high-dimensional time series. (2020). Wang, Weining ; Wu, Wei Biao ; Chen, Likai. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020019. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 25
| Year | Title | |
|---|---|---|
| 2021 | Hunting 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. Full description at Econpapers || Download paper | |
| 2021 | Financial 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. 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 | |
| 2021 | Understanding Smart Contracts: Hype or Hope?. (2021). Hardle, Wolfgang Karl ; Raphael, ; Zinovyeva, Elizaveta. In: Papers. RePEc:arx:papers:2103.08447. Full description at Econpapers || Download paper | |
| 2021 | Understanding Smart Contracts: Hype or hope?. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Raphael, ; Zinovyev, Elizaveta. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021004. Full description at Econpapers || Download paper | |
| 2021 | CATE meets ML -- The Conditional Average Treatment Effect and Machine Learning. (2021). Jacob, Daniel. In: Papers. RePEc:arx:papers:2104.09935. Full description at Econpapers || Download paper | |
| 2021 | CATE meets ML. (2021). Jacob, Daniel. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00033-7. 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 | Artificial 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. Full description at Econpapers || Download paper | |
| 2021 | The impact of gross domestic product on the financing and investment efficiency of Chinaâs commercial banks. (2021). Chiu, yung-ho ; Qin, Shijiong ; Shi, Zhen ; Miao, Xiaoli ; Tan, Xiaoying. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00251-3. Full description at Econpapers || Download paper | |
| 2021 | What 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. Full description at Econpapers || Download paper | |
| 2021 | Detecting 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. Full description at Econpapers || Download paper | |
| 2021 | Complete subset least squares support vector regression. (2021). Qiu, Yue. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000148. Full description at Econpapers || Download paper | |
| 2021 | OPEC 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. Full description at Econpapers || Download paper | |
| 2021 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2021 | Realized 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. Full description at Econpapers || Download paper | |
| 2021 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2021 | Volatility 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. Full description at Econpapers || Download paper | |
| 2021 | How 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. Full description at Econpapers || Download paper | |
| 2021 | Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228. Full description at Econpapers || Download paper | |
| 2021 | Towards 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. Full description at Econpapers || Download paper | |
| 2021 | Blockchain and Internet of Things for Electrical Energy Decentralization: A Review and System Architecture. (2021). Ferreira, Joao C ; Mataloto, Bruno ; Casquio, Manuel ; Afonso, Jose A ; Monteiro, Vitor. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8043-:d:693003. Full description at Econpapers || Download paper | |
| 2021 | Review 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. Full description at Econpapers || Download paper | |
| 2021 | Tail-risk protection: Machine Learning meets modern Econometrics. (2020). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2010.03315. 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 | 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 |
Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | . Full description at Econpapers || Download paper | |
| 2018 | Bitcoin price and its marginal cost of production: support for a fundamental value. (2018). Hayes, Adam. In: Papers. RePEc:arx:papers:1805.07610. Full description at Econpapers || Download paper | |
| 2018 | A supreme test for periodic explosive GARCH. (2018). Wu, Wei Biao ; Wang, Weining ; Richter, Stefan . In: Papers. RePEc:arx:papers:1812.03475. Full description at Econpapers || Download paper | |
| 2018 | Cryptocurrencies, 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. Full description at Econpapers || Download paper | |
| 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 | Electricity Price Forecasting Using Recurrent Neural Networks. (2018). Tas, Oktay ; Oksuz, Ilkay ; Ugurlu, Umut. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1255-:d:146305. Full description at Econpapers || Download paper | |
| 2018 | The Financial Effect of the Electricity Price Forecastsâ Inaccuracy on a Hydro-Based Generation Company. (2018). Kaya, Aycan ; Tas, Oktay ; Ugurlu, Umut ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:8:p:2093-:d:163292. Full description at Econpapers || Download paper | |
| 2018 | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Custovic, Anessa ; Ghysels, Eric. In: JRFM. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629. Full description at Econpapers || Download paper | |
| 2018 | Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:89445. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic 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. Full description at Econpapers || Download paper | |
| 2018 | Does 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. 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 | A Monetary Model of Blockchain. (2018). Almosova, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018008. 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 |
10 most frequent citing series