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::: Discussion Papers

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Number Titel Authors Projects Code Date of Issue JEL Abstract Down- load Quant- lets
2017-008GitHub API based QuantNet Mining infrastructure in RLukas Borke and Wolfgang K. HärdleB106.03.2017C44,
C87,
C88,
C89,
M15,
O32

2017-007Testing Missing at Random using Instrumental VariablesChristoph BreunigB128.02.2017
 
2017-006RiskAnalytics: an R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methodsLukas BorkeB120.02.2017C21,
C51,
G01,
G18,
G32,
G38

2017-005Dynamic Valuation of Weather Derivatives under Default RiskWolfgang Karl Härdle and Maria OsipenkoB106.02.2017
 
2017-004Tail event driven networks of SIFIsCathy Yi-Hsuan Chen, Wolfgang Karl Härdle and Yarema OkhrinB131.01.2017C01,
C14,
C58,
C45,
G01,
G15,
G31

 
2017-003FRM: a Financial Risk Meter based on penalizing tail events occurrenceLining Yu, Wolfgang Karl Härdle, Lukas Borke and Thijs BenschopB110.02.2017C21,
C51,
G01,
G18,
G32,
G38

2017-002Estimating location values of agricultural landGeorg Helbing, Zhiwei Shen, Martin Odening and Matthias RitterC11
T1
18.01.2017C14,
Q15,
R39

 
2017-001Fake AlphaMarcel Müller, Tobias Rosenberger and Marliese Uhrig-HomburgB118.01.2017G23,
G11,
G20

 
 

 
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