EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Quantile LASSO regression"
Narrow search

Narrow search

Year of publication
Subject
All
Business network 1 Cryptocurrencies 1 Market risk 1 Marktrisiko 1 Network dynamics 1 Penalisation parameter 1 Quantile LASSO regression 1 Regression analysis 1 Regressionsanalyse 1 Regularisation 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Theorie 1 Theory 1 Unternehmensnetzwerk 1 Virtual currency 1 Virtuelle Währung 1 Volatility 1 Volatilität 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Härdle, Wolfgang 1 Potì, Valerio 1 Wang, Ruting 1
Published in...
All
Quantitative finance 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting; Potì, Valerio; Härdle, Wolfgang - In: Quantitative finance 24 (2024) 7, pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...