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~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Härdle, Wolfgang"
~person:"Sandkamp, Alexander"
~subject:"Regression analysis"
~subject:"Systemrisiko"
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Regression analysis
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Caporale, Guglielmo Maria
Härdle, Wolfgang
Sandkamp, Alexander
Linton, Oliver
12
Phillips, Peter C. B.
12
Chen, Songnian
10
Galvão Júnior, Antônio Fialho
8
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Journal of econometrics
SFB 649 discussion paper
32
Discussion papers of interdisciplinary research project 373
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Economics and finance working paper series
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Economics essays : a Festschrift for Werner Hildenbrand
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Intelligent systems in accounting finance and management : international journal
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Review of international economics
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ECONIS (ZBW)
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1
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
2
Tail event driven networks of SIFIs
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Okhrin, Yarema
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
Saved in:
3
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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