Georg Keilbar

University of Vienna - Department of Statistics and Operations Research

Oskar-Morgenstern-Platz 1

Vienna, A-1090

Austria

SCHOLARLY PAPERS

3

DOWNLOADS

459

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

On Cointegration and Cryptocurrency Dynamics

Number of pages: 25 Posted: 21 Jul 2020 Last Revised: 20 Jan 2021
Georg Keilbar and Yanfen Zhang
University of Vienna - Department of Statistics and Operations Research and Xiamen University
Downloads 235 (196,363)
Citation 2

Abstract:

Loading...

Cointegration, VECM, Nonstationarity, Cryptocurrencies

2.

Modelling Systemic Risk Using Neural Network Quantile Regression

Number of pages: 27 Posted: 29 Sep 2020
Georg Keilbar, Weining Wang and Weining Wang
University of Vienna - Department of Statistics and Operations Research and University of Yorkaffiliation not provided to SSRN
Downloads 210 (218,382)
Citation 1

Abstract:

Loading...

Systemic risk, CoVaR, Quantile regression, Neural networks

3.

Shapley Curves: A Smoothing Perspective

Number of pages: 36 Posted: 06 Dec 2022
Humboldt University of Berlin - IRTG 1792 "High Dimensional Nonstationary Time Series", University of Vienna - Department of Statistics and Operations Research and Blockchain Research Center
Downloads 14 (819,400)

Abstract:

Loading...

Shapley curves, nonparametric statistics, explainable ML, additive models, smoothing techniques