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A confidence corridor for expectile functions

Citations

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Cited by:

  1. Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012. "Rollover risk, network structure and systemic financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
  2. Scheffel, Juliane, 2011. "Compensation of unusual working schedules," SFB 649 Discussion Papers 2011-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  3. Mechtenberg, Lydia & Münster, Johannes, 2012. "A strategic mediator who is biased in the same direction as the expert can improve information transmission," Economics Letters, Elsevier, vol. 117(2), pages 490-492.
  4. repec:hum:wpaper:sfb649dp2014-059 is not listed on IDEAS
  5. Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011. "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers 2011-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  6. repec:hum:wpaper:sfb649dp2011-046 is not listed on IDEAS
  7. Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl, 2011. "Bayesian Networks and sex-related homicides," SFB 649 Discussion Papers 2011-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  8. Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012. "Econometric analysis of volatile art markets," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3091-3104.
  9. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
  10. repec:hum:wpaper:sfb649dp2011-064 is not listed on IDEAS
  11. repec:hum:wpaper:sfb649dp2011-058 is not listed on IDEAS
  12. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
  13. Kappus, Johanna & Reiß, Markus, 2010. "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers 2010-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  14. repec:hum:wpaper:sfb649dp2011-083 is not listed on IDEAS
  15. Aurélie Bertrand & Christian Hafner, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," Computational Statistics, Springer, vol. 29(1), pages 307-330, February.
  16. repec:hum:wpaper:sfb649dp2011-042 is not listed on IDEAS
  17. repec:hum:wpaper:sfb649dp2011-071 is not listed on IDEAS
  18. Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  19. Fiocco, Raffaele & Scarpa, Carlo, 2011. "The regulation of interdependent markets," SFB 649 Discussion Papers 2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  20. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
  21. repec:hum:wpaper:sfb649dp2011-034 is not listed on IDEAS
  22. Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  23. repec:hum:wpaper:sfb649dp2011-054 is not listed on IDEAS
  24. repec:hum:wpaper:sfb649dp2011-069 is not listed on IDEAS
  25. repec:hum:wpaper:sfb649dp2011-056 is not listed on IDEAS
  26. repec:hum:wpaper:sfb649dp2011-062 is not listed on IDEAS
  27. Stahlschmidt, Stephan & Eckardt, Matthias & Härdle, Wolfgang Karl, 2014. "Expectile treatment effects: An efficient alternative to compute the distribution of treatment effects," SFB 649 Discussion Papers 2014-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  28. Heyne, Gregor & Kupper, Michael & Mainberger, Christoph, 2011. "Minimal supersolutions of BSDEs with lower semicontinuous generations," SFB 649 Discussion Papers 2011-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  29. Moreno-Bromberg, Santiago & Taschini, Luca, 2011. "Pollution permits, strategic trading and dynamic technology adoption," LSE Research Online Documents on Economics 37581, London School of Economics and Political Science, LSE Library.
  30. repec:hum:wpaper:sfb649dp2011-027 is not listed on IDEAS
  31. Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  32. Bindseil, Ulrich & König, Philipp Johann, 2011. "The economics of TARGET2 balances," SFB 649 Discussion Papers 2011-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  33. repec:hum:wpaper:sfb649dp2011-020 is not listed on IDEAS
  34. Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  35. Tischer, Sven & Hildebrandt, Lutz, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers 2011-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  36. repec:hum:wpaper:sfb649dp2011-049 is not listed on IDEAS
  37. repec:hum:wpaper:sfb649dp2011-045 is not listed on IDEAS
  38. Hofmann, Dirk & Qari, Salmai, 2011. "The law of attraction bilateral search and horizontal heterogeneity," SFB 649 Discussion Papers 2011-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  39. repec:hum:wpaper:sfb649dp2011-082 is not listed on IDEAS
  40. Schneider, Dorothee, 2011. "The labor share: A review of theory and evidence," SFB 649 Discussion Papers 2011-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  41. repec:hum:wpaper:sfb649dp2011-047 is not listed on IDEAS
  42. repec:hum:wpaper:sfb649dp2011-065 is not listed on IDEAS
  43. repec:hum:wpaper:sfb649dp2011-057 is not listed on IDEAS
  44. repec:hum:wpaper:sfb649dp2011-063 is not listed on IDEAS
  45. repec:hum:wpaper:sfb649dp2011-035 is not listed on IDEAS
  46. Raffaele Fiocco & Mario Gilli, 2012. "Bargaining and Collusion in a Regulatory Model," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12, Edward Elgar Publishing.
  47. repec:hum:wpaper:sfb649dp2011-084 is not listed on IDEAS
  48. Reiß, Markus & Rozenholc, Yves & Cuenod, Charles A., 2011. "Pointwise adaptive estimation for quantile regression," SFB 649 Discussion Papers 2011-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  49. repec:hum:wpaper:sfb649dp2011-043 is not listed on IDEAS
  50. repec:hum:wpaper:sfb649dp2011-072 is not listed on IDEAS
  51. Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  52. Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi, 2011. "How computational statistics became the backbone of modern data science," SFB 649 Discussion Papers 2011-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  53. repec:hum:wpaper:sfb649dp2011-055 is not listed on IDEAS
  54. Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  55. repec:hum:wpaper:sfb649dp2011-053 is not listed on IDEAS
  56. Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  57. repec:hum:wpaper:sfb649dp2011-029 is not listed on IDEAS
  58. repec:hum:wpaper:sfb649dp2011-085 is not listed on IDEAS
  59. Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  60. Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  61. repec:hum:wpaper:sfb649dp2011-017 is not listed on IDEAS
  62. repec:hum:wpaper:sfb649dp2011-033 is not listed on IDEAS
  63. repec:hum:wpaper:sfb649dp2011-026 is not listed on IDEAS
  64. Bibinger, Markus, 2011. "Asymptotics of asynchronicity," SFB 649 Discussion Papers 2011-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  65. Bibinger, Markus, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers 2011-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  66. Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  67. repec:hum:wpaper:sfb649dp2011-052 is not listed on IDEAS
  68. repec:hum:wpaper:sfb649dp2011-067 is not listed on IDEAS
  69. Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony, 2011. "CRRA utility maximization under risk constraints," SFB 649 Discussion Papers 2011-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  70. repec:hum:wpaper:sfb649dp2011-012 is not listed on IDEAS
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