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Shi Chen
Shi Chen
Bestätigte E-Mail-Adresse bei kit.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
A first econometric analysis of the CRIX family
S Chen, CYH Chen, WK Härdle
arXiv preprint arXiv:2009.12129, 2020
492020
Econometric analysis of a cryptocurrency index for portfolio investment
S Chen, CYH Chen, WK Härdle, TM Lee, B Ong
Handbook of Blockchain, Digital Finance, and Inclusion, Volume 1, 175-206, 2018
272018
Regularization approach for network modeling of German power derivative market
S Chen, WK Härdle, BL Cabrera
Energy Economics 83, 180-196, 2019
7*2019
Time-varying limit order book networks
WK Härdle, S Chen, C Liang, M Schienle
IRTG 1792 Discussion Paper, 2018
62018
Crix index: Analysis of a cryptocurrency index for portfolio investment
S Chen, CYH Chen, WK Härdle, TM Lee, B Ong, R Deng
Handbook of Digital Finance and Financial Inclusion: Cryptocurrency, FinTech …, 2017
62017
Large spillover networks of nonstationary systems
S Chen, M Schienle
Journal of Business & Economic Statistics 42 (2), 422-436, 2024
52024
The common and specific components of inflation expectations across European countries
S Chen, WK Härdle, W Wang
Empirical Economics 62 (2), 553-580, 2022
2022
High-dimensional Statistical Learning Techniques for Time-varying Limit Order Book Networks
S Chen, WK Härdle, M Schienle
Available at SSRN 3702349, 2020
2020
Econometric Measures of Financial Risk in High Dimensions
S Chen
Humboldt-Universität zu Berlin, 2018
2018
Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach (16/06)
S Chen, WK Härdle, W Wang
London, UK: Department of Economics, City, University of London. This is the …, 2016
2016
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