Georg Keilbar
Personal Details
First Name: | Georg |
Middle Name: | |
Last Name: | Keilbar |
Suffix: | |
RePEc Short-ID: | pke374 |
[This author has chosen not to make the email address public] | |
Affiliation
(50%) Center for Applied Statistics and Econometrics (CASE)
Humboldt-Universität Berlin
Berlin, Germanyhttp://www.case.hu-berlin.de/
RePEc:edi:cahubde (more details at EDIRC)
(50%) Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Berlin, Germanyhttp://www.wiwi.hu-berlin.de/
RePEc:edi:wfhubde (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Keilbar, Georg & Zhang, Yanfen, 2020.
"On Cointegration and Cryptocurrency Dynamics,"
IRTG 1792 Discussion Papers
2020-012, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Georg Keilbar & Yanfen Zhang, 2021. "On cointegration and cryptocurrency dynamics," Digital Finance, Springer, vol. 3(1), pages 1-23, March.
- Keilbar, Georg & Wang, Weining, 2019. "Modelling Systemic Risk Using Neural Network Quantile Regression," IRTG 1792 Discussion Papers 2019-019, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
Articles
- Georg Keilbar & Yanfen Zhang, 2021.
"On cointegration and cryptocurrency dynamics,"
Digital Finance, Springer, vol. 3(1), pages 1-23, March.
- Keilbar, Georg & Zhang, Yanfen, 2020. "On Cointegration and Cryptocurrency Dynamics," IRTG 1792 Discussion Papers 2020-012, 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
- Keilbar, Georg & Zhang, Yanfen, 2020.
"On Cointegration and Cryptocurrency Dynamics,"
IRTG 1792 Discussion Papers
2020-012, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Georg Keilbar & Yanfen Zhang, 2021. "On cointegration and cryptocurrency dynamics," Digital Finance, Springer, vol. 3(1), pages 1-23, March.
Cited by:
- Lu, Cuicui & Wang, Weining & Wooldridge, Jeffrey M., 2020.
"Using generalized estimating equations to estimate nonlinear models with spatial data,"
IRTG 1792 Discussion Papers
2020-017, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018. "Using generalized estimating equations to estimate nonlinear models with spatial data," Papers 1810.05855, arXiv.org.
- Karsten Reichold, 2022. "A Residuals-Based Nonparametric Variance Ratio Test for Cointegration," Papers 2211.06288, arXiv.org, revised Dec 2022.
- Wang, Weining & Wooldridge, Jeffrey M. & Xu, Mengshan, 2020. "Improved Estimation of Dynamic Models of Conditional Means and Variances," IRTG 1792 Discussion Papers 2020-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- 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".
- Konstantin Häusler & Hongyu Xia, 2022. "Indices on cryptocurrencies: an evaluation," Digital Finance, Springer, vol. 4(2), pages 149-167, September.
- Elizaveta Zinovyeva & Raphael C. G. Reule & Wolfgang Karl Hardle, 2021.
"Understanding Smart Contracts: Hype or Hope?,"
Papers
2103.08447, arXiv.org.
- Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021. "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers 2021-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Wang, Weining & Yu, Lining & Wang, Bingling, 2020. "Tail Event Driven Factor Augmented Dynamic Model," IRTG 1792 Discussion Papers 2020-022, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Jong-Min Kim & Chanho Cho & Chulhee Jun, 2022. "Forecasting the Price of the Cryptocurrency Using Linear and Nonlinear Error Correction Model," JRFM, MDPI, vol. 15(2), pages 1-10, February.
- Konstantin Hausler & Wolfgang Karl Hardle, 2021. "Cryptocurrency Dynamics: Rodeo or Ascot?," Papers 2103.12461, arXiv.org, revised Jan 2022.
- Konstantin Hausler, 2022. "ETF construction on CRIX," Papers 2211.15260, arXiv.org, revised Mar 2023.
- Häusler, Konstantin & Härdle, Wolfgang, 2021. "Rodeo or ascot: Which hat to wear at the crypto race?," IRTG 1792 Discussion Papers 2021-007, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Keilbar, Georg & Wang, Weining, 2019.
"Modelling Systemic Risk Using Neural Network Quantile Regression,"
IRTG 1792 Discussion Papers
2019-019, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
Cited by:
- 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".
Articles
- Georg Keilbar & Yanfen Zhang, 2021.
"On cointegration and cryptocurrency dynamics,"
Digital Finance, Springer, vol. 3(1), pages 1-23, March.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Keilbar, Georg & Zhang, Yanfen, 2020. "On Cointegration and Cryptocurrency Dynamics," IRTG 1792 Discussion Papers 2020-012, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 1 paper 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.- NEP-CWA: Central and Western Asia (1) 2021-03-15. Author is listed
- NEP-ETS: Econometric Time Series (1) 2021-03-15. Author is listed
- NEP-MON: Monetary Economics (1) 2021-03-15. Author is listed
- NEP-ORE: Operations Research (1) 2021-03-15. Author is listed
- NEP-PAY: Payment Systems and Financial Technology (1) 2021-03-15. Author is listed
Corrections
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