Melanie Schienle

Humboldt University of Berlin - School of Business and Economics

Spandauer Str. 1

Berlin, D-10099

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

486

SSRN CITATIONS
Rank 22,272

SSRN RANKINGS

Top 22,272

in Total Papers Citations

5

CROSSREF CITATIONS

27

Scholarly Papers (5)

1.

Financial Network Systemic Risk Contributions

Number of pages: 57 Posted: 26 Aug 2013
Nikolaus Hautsch, Julia Schaumburg and Melanie Schienle
University of Vienna - Department of Statistics and Operations Research, Tinbergen Institute and Humboldt University of Berlin - School of Business and Economics
Downloads 193 (156,867)
Citation 20

Abstract:

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systemic risk contribution, systemic risk network, Value at Risk, network topology, two-step quantile regression, time-varying parameters

2.

Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes

Number of pages: 36 Posted: 19 Nov 2010 Last Revised: 08 Aug 2012
Nikolaus Hautsch, Peter Malec and Melanie Schienle
University of Vienna - Department of Statistics and Operations Research, University of Cambridge - Faculty of Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 125 (225,882)
Citation 7

Abstract:

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High-Frequency Data, Point-Mass Mixture, Multiplicative Error Model, Excess Zeros, Semiparametric Specification Test, Market Microstructure

3.

Forecasting Systemic Impact in Financial Networks

Number of pages: 28 Posted: 26 Aug 2013
Nikolaus Hautsch, Julia Schaumburg and Melanie Schienle
University of Vienna - Department of Statistics and Operations Research, Tinbergen Institute and Humboldt University of Berlin - School of Business and Economics
Downloads 80 (304,907)
Citation 3

Abstract:

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forecasting systemic risk contributions, time-varying systemic risk network, model selection with regularization in quantiles

4.

Semiparametric Estimation with Generated Covariates

IZA Discussion Paper No. 6084
Number of pages: 44 Posted: 13 Nov 2011
Enno Mammen, Christoph Rothe and Melanie Schienle
University of Mannheim - Department of Economics, Columbia University and Humboldt University of Berlin - School of Business and Economics
Downloads 49 (391,483)

Abstract:

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semiparametric estimation, generated covariates, profiling, propensity score

5.

Nonparametric Kernel Density Estimation Near the Boundary

Number of pages: 37 Posted: 19 Oct 2013
Peter Malec and Melanie Schienle
University of Cambridge - Faculty of Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 39 (428,245)
Citation 1

Abstract:

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Kernel density estimation, boundary correction, asymmetric kernel