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Melanie Schienle
Titel
Zitiert von
Zitiert von
Jahr
Financial network systemic risk contributions
N Hautsch, J Schaumburg, M Schienle
Review of Finance 19 (2), 685-738, 2015
5742015
Systemic risk spillovers in the European banking and sovereign network
F Betz, N Hautsch, TA Peltonen, M Schienle
Journal of Financial Stability 25, 206-224, 2016
1652016
Nonparametric regression with nonparametrically generated covariates
E Mammen, C Rothe, M Schienle
1222012
Forecasting systemic impact in financial networks
N Hautsch, J Schaumburg, M Schienle
International Journal of Forecasting 30 (3), 781-794, 2014
1032014
Nonparametric kernel density estimation near the boundary
P Malec, M Schienle
Computational Statistics & Data Analysis 72, 57-76, 2014
772014
A pre-registered short-term forecasting study of COVID-19 in Germany and Poland during the second wave
J Bracher, D Wolffram, J Deuschel, K Görgen, JL Ketterer, A Ullrich, ...
Nature communications 12 (1), 5173, 2021
75*2021
Semiparametric estimation with generated covariates
E Mammen, C Rothe, M Schienle
Econometric Theory 32 (5), 1140-1177, 2016
692016
Capturing the zero: a new class of zero-augmented distributions and multiplicative error processes
N Hautsch, P Malec, M Schienle
Journal of Financial Econometrics 12 (1), 89-121, 2014
662014
Determination of vector error correction models in high dimensions
C Liang, M Schienle
Journal of econometrics 208 (2), 418-441, 2019
352019
Nonparametric nonstationary regression
M Schienle
None, 2008
332008
Measuring connectedness of euro area sovereign risk
R Buse, M Schienle
International Journal of Forecasting 35 (1), 25-44, 2019
30*2019
Collaborative hubs: making the most of predictive epidemic modeling
NG Reich, J Lessler, S Funk, C Viboud, A Vespignani, RJ Tibshirani, ...
American journal of public health 112 (6), 839-842, 2022
292022
Nonparametric estimation of risk-neutral densities
M Grith, WK Härdle, M Schienle
Handbook of computational finance, 277-305, 2012
272012
Testing for an omitted multiplicative long-term component in GARCH models
C Conrad, M Schienle
Journal of Business & Economic Statistics 38 (2), 229-242, 2020
23*2020
A retrospective assessment of different endodontic treatment protocols
A Bartols, C Bormann, L Werner, M Schienle, W Walther, CE Dörfer
PeerJ 8, e8495, 2020
222020
Additive models: Extensions and related models
E Mammen, BU Park, M Schienle
182014
Nonparametric nonstationary regression with many covariates
M Schienle
SFB 649 Discussion Paper, 2011
162011
Model diagnostics and forecast evaluation for quantiles
T Gneiting, D Wolffram, J Resin, K Kraus, J Bracher, T Dimitriadis, ...
Annual Review of Statistics and Its Application 10, 597-621, 2023
152023
Quantifying time–varying marginal systemic risk contributions
N Hautsch, J Schaumburg, M Schienle
Unpublished manuscript, 2011
152011
National and subnational short-term forecasting of COVID-19 in Germany and Poland during early 2021
J Bracher, D Wolffram, J Deuschel, K Görgen, JL Ketterer, A Ullrich, ...
Communications Medicine 2 (1), 136, 2022
142022
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