WG1 Research Articles

Ben Amor, S., Althof, M., & Härdle, W. K. (2021). FRM Financial Risk Meter for Emerging Markets. Available at arXiv: https://arxiv.org/abs/2102.05398
Ren, R., Lu, M., Li Y., & Härdle, W. K. (2021). Financial Risk Meter Based on Expectiles. Available at SSRN: http://dx.doi.org/10.2139/ssrn.3809329;
Khowaja, K., Saef, D., Sizov, S., & Härdle, W. K. (2020). Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition. Available at arXiv: arXiv:2012.06577