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Michael Althof

Personal Details

First Name:Michael
Middle Name:
Last Name:Althof
Suffix:
RePEc Short-ID:pal1051
https://hu.berlin

Affiliation

Institut für Statistik und Ökonometrie (ISÖ)
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin

Berlin, Germany
http://ise.wiwi.hu-berlin.de/
RePEc:edi:ishubde (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Souhir Ben Amor & Michael Althof & Wolfgang Karl Hardle, 2021. "FRM Financial Risk Meter for Emerging Markets," Papers 2102.05398, arXiv.org.
  2. Ren, Rui & Althof, Michael & Härdle, Wolfgang Karl, 2020. "Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis," IRTG 1792 Discussion Papers 2020-028, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  3. Mihoci, Andrija & Althof, Michael & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2019. "FRM Financial Risk Meter," IRTG 1792 Discussion Papers 2019-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Souhir Ben Amor & Michael Althof & Wolfgang Karl Hardle, 2021. "FRM Financial Risk Meter for Emerging Markets," Papers 2102.05398, arXiv.org.

    Cited by:

    1. Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021. "A financial risk meter for China," IRTG 1792 Discussion Papers 2021-022, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    2. Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang Karl, 2022. "Financial Risk Meter FRM based on Expectiles," Journal of Multivariate Analysis, Elsevier, vol. 189(C).

  2. Ren, Rui & Althof, Michael & Härdle, Wolfgang Karl, 2020. "Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis," IRTG 1792 Discussion Papers 2020-028, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".

    Cited by:

    1. Häusler, Konstantin & Xia, Hongyu, 2021. "Indices on cryptocurrencies: An evaluation," IRTG 1792 Discussion Papers 2021-014, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    2. Wang, Ruting & Althof, Michael & Härdle, Wolfgang Karl, 2023. "A financial risk meter for China," Emerging Markets Review, Elsevier, vol. 56(C).
    3. Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021. "A financial risk meter for China," IRTG 1792 Discussion Papers 2021-022, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    4. Theodore Pelagidis & Eleftheria Kostika, 2022. "Investigating the role of central banks in the interconnection between financial markets and cryptoassets," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 49(3), pages 481-507, September.
    5. Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang, 2021. "Financial Risk Meter based on expectiles," IRTG 1792 Discussion Papers 2021-008, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    6. Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang Karl, 2022. "Financial Risk Meter FRM based on Expectiles," Journal of Multivariate Analysis, Elsevier, vol. 189(C).

  3. Mihoci, Andrija & Althof, Michael & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2019. "FRM Financial Risk Meter," IRTG 1792 Discussion Papers 2019-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".

    Cited by:

    1. Häusler, Konstantin & Xia, Hongyu, 2021. "Indices on cryptocurrencies: An evaluation," IRTG 1792 Discussion Papers 2021-014, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    2. Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2021. "VCRIX — A volatility index for crypto-currencies," International Review of Financial Analysis, Elsevier, vol. 78(C).
    3. Jacob, Daniel & Härdle, Wolfgang Karl & Lessmann, Stefan, 2019. "Group Average Treatment Effects for Observational Studies," IRTG 1792 Discussion Papers 2019-028, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    4. Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang, 2021. "Financial Risk Meter based on expectiles," IRTG 1792 Discussion Papers 2021-008, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CWA: Central and Western Asia (3) 2021-03-08 2021-03-15 2021-04-12. Author is listed
  2. NEP-RMG: Risk Management (3) 2021-03-08 2021-03-15 2021-04-12. Author is listed
  3. NEP-CIS: Confederation of Independent States (2) 2021-03-08 2021-04-12. Author is listed
  4. NEP-FMK: Financial Markets (1) 2021-03-08. Author is listed
  5. NEP-PAY: Payment Systems and Financial Technology (1) 2021-03-15. Author is listed
  6. NEP-TRA: Transition Economics (1) 2021-03-08. Author is listed

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