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
3902015
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
1012016
Nonparametric regression with nonparametrically generated covariates
E Mammen, C Rothe, M Schienle
The Annals of Statistics 40 (2), 1132-1170, 2012
962012
Forecasting systemic impact in financial networks
N Hautsch, J Schaumburg, M Schienle
International Journal of Forecasting 30 (3), 781-794, 2014
852014
Nonparametric kernel density estimation near the boundary
P Malec, M Schienle
Computational Statistics & Data Analysis 72, 57-76, 2014
632014
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
592014
Semiparametric estimation with generated covariates
E Mammen, C Rothe, M Schienle
Econometric Theory 32 (5), 1140-1177, 2016
532016
Nonparametric nonstationary regression
M Schienle
Univ., 2008
352008
Nonparametric estimation of risk-neutral densities
M Grith, WK Härdle, M Schienle
Handbook of computational finance, 277-305, 2012
202012
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
18*2020
Nonparametric nonstationary regression with many covariates
M Schienle
SFB 649 Discussion Paper, 2011
172011
Determination of vector error correction models in high dimensions
C Liang, M Schienle
Journal of econometrics 208 (2), 418-441, 2019
162019
Measuring connectedness of euro area sovereign risk
R Buse, M Schienle
International Journal of Forecasting 35 (1), 25-44, 2019
15*2019
Additive models: Extensions and related models
E Mammen, BU Park, M Schienle
Oxford Univ. Press, 2014
142014
Quantifying time–varying marginal systemic risk contributions
N Hautsch, J Schaumburg, M Schienle
Unpublished manuscript, 2011
132011
Reaching for econometric generality: nonparametric nonstationary regression
M Schienle
Working paper available from the Department of Economics, University of …, 2009
102009
A retrospective assessment of different endodontic treatment protocols
A Bartols, C Bormann, L Werner, M Schienle, W Walther, CE Dörfer
PeerJ 8, e8495, 2020
82020
Short-term forecasting of COVID-19 in Germany and Poland during the second wave–a preregistered study
J Bracher, D Wolffram, J Deuschel, K Goergen, JL Ketterer, A Ullrich, ...
medRxiv, 2020
72020
Time-varying limit order book networks
WK Härdle, S Chen, C Liang, M Schienle
IRTG 1792 Discussion Paper, 2018
52018
Beyond dimension two: A test for higher-order tail risk
C Bormann, J Schaumburg, M Schienle
Journal of Financial Econometrics 14 (3), 552-580, 2016
42016
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