IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 High Dimensional Nonstationary Time Series
Citation Profile [Updated: 2026-06-12 21:57:20]
5 Years H Index
19
Impact Factor (IF)
0
5 Years IF
0.25
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2018 | 0 | 0.6 | 9.32 | 0 | 65 | 65 | 524 | 606 | 606 | 0 | 0 | 587 | 96.9 | 606 | 9.32 | 0.34 | ||
| 2019 | 0.86 | 0.61 | 0.8 | 0.86 | 30 | 95 | 92 | 76 | 682 | 65 | 56 | 65 | 56 | 24 | 31.6 | 16 | 0.53 | 0.35 |
| 2020 | 0.81 | 0.68 | 0.8 | 0.81 | 28 | 123 | 56 | 98 | 780 | 95 | 77 | 95 | 77 | 21 | 21.4 | 15 | 0.54 | 0.72 |
| 2021 | 0.43 | 0.87 | 1.05 | 1.05 | 24 | 147 | 31 | 154 | 934 | 58 | 25 | 123 | 129 | 20 | 13 | 11 | 0.46 | 0.36 |
| 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 | 404 |
| 2 | 2018 | Testing for bubbles in cryptocurrencies with time-varying volatility. (2018). Hafner, Christian. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018005. Full description at Econpapers || Download paper | 50 |
| 3 | 2019 | Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Hu, Junjie ; Härdle, Wolfgang ; Kuo, Weiyu ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019024. Full description at Econpapers || Download paper | 37 |
| 4 | 2018 | Knowing me, knowing you: inventor mobility and the formation of technology-oriented alliances. (2018). Wagner, Stefan ; Goossen, Martin C. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018007. Full description at Econpapers || Download paper | 30 |
| 5 | 2018 | Price Discovery on Bitcoin Markets. (2018). Dimpfl, Thomas ; Pagnottoni, Paolo ; Baur, Dirk G. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018014. Full description at Econpapers || Download paper | 25 |
| 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 | 24 |
| 7 | 2018 | LASSO-Driven Inference in Time and Space. (2018). Wang, Weining ; Härdle, Wolfgang ; Chernozhukov, Victor ; Huang, Chen ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018021. Full description at Econpapers || Download paper | 23 |
| 8 | 2018 | Improving Crime Count Forecasts Using Twitter and Taxi Data. (2018). Härdle, Wolfgang ; Lessmann, Stefan ; Vomfell, Lara ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018013. Full description at Econpapers || Download paper | 23 |
| 9 | 2018 | Targeting customers for profit: An ensemble learning framework to support marketing decision making. (2018). de Bock, Koen W ; Haupt, Johannes ; Lessmann, Stefan ; Coussement, Kristof. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018012. Full description at Econpapers || Download paper | 22 |
| 10 | 2018 | Time-varying Limit Order Book Networks. (2018). Schienle, Melanie ; Härdle, Wolfgang ; Liang, Chong ; Hardle, Wolfgang Karl ; Chen, Shi. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018016. Full description at Econpapers || Download paper | 22 |
| 11 | 2019 | What makes cryptocurrencies special? Investor sentiment and return predictability during the bubble. (2019). Renault, Thomas ; Guo, LI ; Chen, Cathy Yi-Hsuan ; Despres, Romeo. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019016. Full description at Econpapers || Download paper | 22 |
| 12 | 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 |
| 13 | 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 |
| 14 | 2018 | Systemic Risk in Global Volatility Spillover Networks: Evidence from Option-implied Volatility Indices. (2018). Yang, Zihui ; Zhou, Yinggang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018003. Full description at Econpapers || Download paper | 20 |
| 15 | 2018 | Textual Sentiment, Option Characteristics, and Stock Return Predictability. (2018). Härdle, Wolfgang ; Fengler, Matthias ; Chen, Cathy Yi-Hsuan ; Liu, Yanchu ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018023. Full description at Econpapers || Download paper | 20 |
| 16 | 2018 | Nonparametric Variable Selection and Its Application to Additive Models. (2018). Lin, LU ; Zhu, Li-Xing ; Feng, Zheng-Hui. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018002. Full description at Econpapers || Download paper | 19 |
| 17 | 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 |
| 18 | 2018 | A Regime Shift Model with Nonparametric Switching Mechanism. (2018). Lin, Ming ; Chen, Haiqiang ; Zhu, Yanli. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018020. Full description at Econpapers || Download paper | 19 |
| 19 | 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 |
| 20 | 2018 | Adaptive Nonparametric Clustering. (2018). Adamyan, Larisa ; Efimov, Kirill ; Spokoiny, Vladimir. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018018. Full description at Econpapers || Download paper | 19 |
| 21 | 2018 | Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective. (2018). Tao, Yubo ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; 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). Gotze, Friedrich ; Naumov, Alexey ; Ulyanov, Vladimir ; Spokoiny, Vladimir. 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). Ebert, Johannes ; Suvorikova, Alexandra ; Spokoiny, Vladimir. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018025. Full description at Econpapers || Download paper | 18 |
| 24 | 2018 | A Regime Shift Model with Nonparametric Switching Mechanism. (2018). Lin, Ming ; Chen, Haiqiang ; Zhu, Yanli. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018048. Full description at Econpapers || Download paper | 18 |
| 25 | 2018 | Bootstrap Confidence Sets for Spectral Projectors of Sample Covariance. (2018). Spokoiny, V ; Naumov, A ; Ulyanovk, V. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018024. Full description at Econpapers || Download paper | 18 |
| 26 | 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 |
| 27 | 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 |
| 28 | 2018 | Gaussian Process Forecast with multidimensional distributional entries. (2018). Bachoc, Francois ; Suvorikova, Alexandra ; Spokoiny, Vladimir ; Loubes, Jean-Michel. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018030. Full description at Econpapers || Download paper | 17 |
| 29 | 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 |
| 30 | 2020 | Forex exchange rate forecasting using deep recurrent neural networks. (2020). Härdle, Wolfgang ; Seow, Hsin-Vonn ; Dautel, Alexander Jakob ; Hardle, Wolfgang Karl ; Lessmann, Stefan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020006. Full description at Econpapers || Download paper | 14 |
| 31 | 2018 | Pricing Cryptocurrency options: the case of CRIX and Bitcoin. (2018). Wang, Weining ; Härdle, Wolfgang ; Chen, Cathy Yi-Hsuan ; Hou, Ai Jun ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018004. Full description at Econpapers || Download paper | 14 |
| 32 | 2020 | Deep Learning application for fraud detection in financial statements. (2020). Craja, Patricia ; Kim, Alisa ; Lessmann, Stefan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020007. Full description at Econpapers || Download paper | 13 |
| 33 | 2018 | Model risk of contingent claims. (2018). Detering, Nils ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018036. Full description at Econpapers || Download paper | 13 |
| 34 | 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 |
| 35 | 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 | 13 |
| 36 | 2018 | Default probabilities and default correlations under stress. (2018). Kalkbrener, Michael ; Overbeck, Ludger ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018037. Full description at Econpapers || Download paper | 12 |
| 37 | 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 |
| 38 | 2018 | Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective. (2018). Fan, Qingliang (Michael) ; Zhong, Wei. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018052. Full description at Econpapers || Download paper | 10 |
| 39 | 2020 | On Cointegration and Cryptocurrency Dynamics. (2020). Keilbar, Georg ; Zhang, Yanfen. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020012. Full description at Econpapers || Download paper | 9 |
| 40 | 2018 | Predicative Ability of Similarity-based Futures Trading Strategies. (2018). Chiang, Mi-Hsiu ; Chiu, Hsin-Yu ; Kuo, Wei-Yu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018045. Full description at Econpapers || Download paper | 8 |
| 41 | 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 | 8 |
| 42 | 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 | 8 |
| 43 | 2018 | Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies. (2018). Trimborn, Simon ; Härdle, Wolfgang ; Elendner, Hermann ; Petukhina, Alla ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018058. Full description at Econpapers || Download paper | 8 |
| 44 | 2018 | Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach. (2018). Wang, Honglin ; Yu, Fan ; Zhou, Yinggang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018051. Full description at Econpapers || Download paper | 8 |
| 45 | 2019 | Forecasting in Blockchain-based Local Energy Markets. (2019). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Kostmann, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019014. Full description at Econpapers || Download paper | 8 |
| 46 | 2018 | Understanding Cryptocurrencies. (2018). Reule, Raphael ; Härdle, Wolfgang ; Harvey, Campbell R ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018044. Full description at Econpapers || Download paper | 7 |
| 47 | 2018 | Inferences for a Partially Varying Coefficient Model With Endogenous Regressors. (2018). Lin, Ming ; Su, Jia ; Cai, Zongwu ; Fang, Ying. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018047. Full description at Econpapers || Download paper | 7 |
| 48 | 2020 | Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis. (2020). Härdle, Wolfgang ; Althof, Michael ; Hardle, Wolfgang Karl ; Ren, Rui. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020028. Full description at Econpapers || Download paper | 7 |
| 49 | 2019 | FRM Financial Risk Meter. (2019). Härdle, Wolfgang ; Althof, Michael ; Chen, Cathy Yi-Hsuan ; Mihoci, Andrija ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019021. Full description at Econpapers || Download paper | 6 |
| 50 | 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 |
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 | 84 |
| 2 | 2019 | Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Hu, Junjie ; Härdle, Wolfgang ; Kuo, Weiyu ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019024. Full description at Econpapers || Download paper | 18 |
| 3 | 2020 | Deep Learning application for fraud detection in financial statements. (2020). Craja, Patricia ; Kim, Alisa ; Lessmann, Stefan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020007. Full description at Econpapers || Download paper | 10 |
| 4 | 2020 | Forex exchange rate forecasting using deep recurrent neural networks. (2020). Härdle, Wolfgang ; Seow, Hsin-Vonn ; Dautel, Alexander Jakob ; Hardle, Wolfgang Karl ; Lessmann, Stefan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020006. Full description at Econpapers || Download paper | 8 |
| 5 | 2018 | Testing for bubbles in cryptocurrencies with time-varying volatility. (2018). Hafner, Christian. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018005. Full description at Econpapers || Download paper | 7 |
| 6 | 2019 | What makes cryptocurrencies special? Investor sentiment and return predictability during the bubble. (2019). Renault, Thomas ; Guo, LI ; Chen, Cathy Yi-Hsuan ; Despres, Romeo. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019016. Full description at Econpapers || Download paper | 7 |
| 7 | 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 | 6 |
| 8 | 2018 | Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective. (2018). Fan, Qingliang (Michael) ; Zhong, Wei. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018052. Full description at Econpapers || Download paper | 3 |
| 9 | 2018 | Knowing me, knowing you: inventor mobility and the formation of technology-oriented alliances. (2018). Wagner, Stefan ; Goossen, Martin C. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018007. Full description at Econpapers || Download paper | 3 |
| 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 | 2 |
| 11 | 2019 | Forecasting in Blockchain-based Local Energy Markets. (2019). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Kostmann, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019014. Full description at Econpapers || Download paper | 2 |
| 12 | 2019 | A Machine Learning Approach Towards Startup Success Prediction. (2019). Ceasu, Ioana ; Unal, Cemre. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019022. Full description at Econpapers || Download paper | 2 |
| 13 | 2018 | Pricing Cryptocurrency options: the case of CRIX and Bitcoin. (2018). Wang, Weining ; Härdle, Wolfgang ; Chen, Cathy Yi-Hsuan ; Hou, Ai Jun ; Hardle, Wolfgang Karl. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018004. Full description at Econpapers || Download paper | 2 |
| 14 | 2019 | Affordable Uplift: Supervised Randomization in Controlled Exprtiments. (2019). Jacob, Daniel ; Haupt, Johannes ; Lessmann, Stefan ; Gubela, Robin M. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2019026. Full description at Econpapers || Download paper | 2 |
| 15 | 2021 | Understanding Smart Contracts: Hype or hope?. (2021). Reule, Raphael ; Härdle, Wolfgang ; Zinovyev, Elizaveta ; Hardle, Wolfgang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021004. Full description at Econpapers || Download paper | 2 |
| 16 | 2021 | Green financial development improving energy efficiency and economic growth: A study of CPEC area in COVID-19 era. (2021). Ni, Xinwen ; Zhang, Linyun ; Huang, Feiming ; Lu, LU. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021017. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series