Suchergebnisse

Does non-linear factorization of financial returns help build better and stabler portfolios?

Cryptocurrency Dynamics: Rodeo or Ascot?

Localizing Multivariate CAViaR

In: IRTG 1792 Discussion Paper 2019-007

Service Data Analytics and Business Intelligence

In: IRTG 1792 Discussion Paper 2020-002

A Data-Driven P-Spline Smoother and the P-Spline-Garch Models

Model-Driven Statistical Arbitrage on LETF Option Markets

In: Quantitative Finance, Band 19, Heft 11, S. 2019

Forecasting in Blockchain-based Local Energy Markets

In: IRTG 1792 Discussion Paper 2019-014

Constrained Kelly Portfolios Under Alpha-Stable Laws

In: IRTG 1792 Discussion Paper 2019-004

Estimating Low Sampling Frequency Risk Measure by High-Frequency Data

In: IRTG 1792 Discussion Paper 2019-003

Dynamic Semi-Parametric Factor Model for Functional Expectiles

In: SFB 649 Discussion Paper 2017-027

Data Science & Digital Society

CRIX an Index for Blockchain Based Currencies

In: Permanent Discussion paper. Revised and Published version: Trimborn, S. and W.K. Härdle (2018) "CRIX an Index for Cryptocurrencies" Journal of Empirical Finance, Volume 49, 2018, Pages 107-122, ISSN 0927-5398, Doi.org/10.1016/j.jempfin.2018.08.004.

CRIX or Evaluating Blockchain Based Currencies

In: Oberwolfach Report No. 42/2015 "The Mathematics and Statistics of Quantitative Risk" DOI: 10.4171/OWR/2015/42

Stochastic Population Analysis: A Functional Data Approach

Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China

In: SFB 649 Discussion Paper 2012-002