Karsten Schweikert

University of Hohenheim

Schloss 1C

Stuttgart, 70593

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

52

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Flight to Quality - Gold Mining Shares versus Gold Bullion

Number of pages: 47 Posted: 02 Dec 2019 Last Revised: 07 Mar 2020
Dirk G. Baur, Philipp Prange and Karsten Schweikert
University of Western Australia - Business School, Zeppelin University and University of Hohenheim
Downloads 23 (528,477)

Abstract:

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gold, safe haven, flight to quality, gold mining, financial shocks

2.

A Note on Adaptive Group Lasso for Structural Break Time Series

Number of pages: 32 Posted: 25 Nov 2019 Last Revised: 31 Mar 2020
Simon Behrendt and Karsten Schweikert
Zeppelin University and University of Hohenheim
Downloads 16 (571,432)
Citation 1

Abstract:

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change-points, model selection, nonstationary autoregressive process, structural breaks

3.

Multiple Structural Breaks in Cointegrating Regressions: A Model Selection Approach

Number of pages: 49 Posted: 05 Dec 2019
Alexander Schmidt and Karsten Schweikert
University of Hohenheim and University of Hohenheim
Downloads 13 (590,801)

Abstract:

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Adaptive lasso, Cointegration, Penalized estimation, Purchasing power parity, Structural breaks