Data science and digital society

Chen S., Härdle, W.K., Liang C., Schienle M. (2017). Network dynamics of high-frequency trading data, J Econometrics submitted.Search in Google Scholar

Chen, C.Y.H., Härdle, W.K., Okhrin, Y. (2017). Tail event driven networks of SIFIs. SFB DP2017-004, J Econometrics, revise and resubmit.10.2139/ssrn.3085850Search in Google Scholar

Chen S., Chen, C.Y.H., Härdle, W.K., Lee, T.M., Ong, B. (2017). A first econometric analysis of the CRIX family, in Handbook of Blockchain, Digital Finance and Inclusion, Vol 1, Cryptocurrency, FinTech, InsurTech, and Regulation, David LEE Kuo Chuen Robert Deng, eds. ISBN: 9780128104415, Academic Press, Elsevier.Search in Google Scholar

Härdle, W.K., Yu, L., Wang, W. (2016). TENET - Tail Event driven NETwork risk. J Econometrics, 192, 2, 499-513 DOI: 10.1016/j.jeconom.2016.02.013.10.1016/j.jeconom.2016.02.013Search in Google Scholar

Härdle, W., Hautsch, N. and Mihoci, A. (2012) Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics, J. Empirical Finance. 19, 610-625, DOI http://dx.doi.org/10.1016/j.jempfin.2012.04.002.10.1016/j.jempfin.2012.04.002Search in Google Scholar

Linton, M., Teo, E.G.S., Bommes, E., Chen, C.Y.H., Härdle, W.K. (2017). Dynamic Topic Modelling for Cryptocurrency Community Forums. in Applied Quantitative Finance (Härdle, Chen, Overbeck eds) Springer Verlag, ISBN 978-3-662-54486-0.10.1007/978-3-662-54486-0_18Search in Google Scholar

SEC ruling. (2017). https://www.sec.gov/rules/sro/batsbzx/2017/34-80206.pdf.Search in Google Scholar

Xiu, X., Chen, C.Y.H., Härdle, W.K. (2017). Dynamic credit default swaps curves in a network topology SFB 649 DP 2016-059.Search in Google Scholar

Zhu, X., Wang, W., Wang, H.S., Härdle, W.K. (2017). Network Quantile Autoregression J of Econometrics, submitted SFB DP 2016-050.10.2139/ssrn.2874686Search in Google Scholar