Schienle, Melanie 1979-
Melanie Schienle Ph.D. Universität Mannheim 2008
VIAF ID: 80252325 ( Personal )
Permalink: http://viaf.org/viaf/80252325
Preferred Forms
5xx's: Related Names (14)
- 510 2 _ ‡a Center for Applied Statistics and Economics
- 510 2 _ ‡a Gottfried Wilhelm Leibniz Universität Hannover ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡b Center for Applied Statistics and Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡b Institut für Statistik und Ökonometrie ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡b Wirtschaftswissenschaftliche Fakultät ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Institut für Statistik und Ökonometrie
- 510 2 _ ‡a Karlsruher Institut für Technologie ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 551 _ _ ‡a Mannheim ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
- 510 2 _ ‡a Mannheim, Univ
- 551 _ _ ‡a Offenburg ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a Universität Mannheim ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität Berlin ‡b Wirtschaftswissenschaftliche Fakultät
- 510 2 _ ‡a Universität Hannover
- 510 2 _ ‡a Universität Mannheim
Works
Title | Sources |
---|---|
Additive Models | |
Beyond dimension two | |
Capturing the zero: a new class of zero-augmented distributions and multiplicative error processes [November 2010] | |
Econometric Measures of Financial Risk in High Dimensions | |
Financial network systemic risk contributions | |
Measuring Connectedness of Euro Area Sovereign Risk | |
Misspecification Testing in GARCH-MIDAS Models | |
Nonparametric Kernel Density Estimation Near the Boundary | |
Nonparametric nonstationary regression | |
Quantile methods for financial risk management | |
Semiparametric Estimation with Generated Covariates | |
Systemic risk spillovers in the European banking and sovereign network |