Quantitative Financial Risk Network Analysis with Sentiment and Herd Behaviour Measures

Project Information

QFRNA_SH

Grant agreement ID: 897277

DOI

10.3030/897277

Project closed

EC signature date 28 March 2020

Start date 1 January 2021

End date 31 December 2022

Funded under

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Total cost

€ 174 806,40

EU contribution

€ 174 806,40

Coordinated by

HUMBOLDT-UNIVERSITAET ZU BERLIN
Germany

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Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Peer reviewed articles (2)

Financial Risk Meter based on Expectiles

Author(s): Ren R, Lu MJ, Li YX, Härdle WK
Published in: Journal of Multivariate Analysis, 2022, ISSN 0047-259X
Publisher: Academic Press
DOI: 10.2139/ssrn.3809329

Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis / Financial Risk Meter for Cryptocurrencies and Tail-Risk Network Based Portfolio Construction

Author(s): Ren R, Althof M, Härdle WK
Published in: The Singapore Economic Review, 2022, ISSN 1793-6837
Publisher: World Scientific
DOI: 10.2139/ssrn.3753421

Other (2)

Peer Effects and Club Selections of a Unique Online Fishing Game

Author(s): Ren R, De Véricourt F, Wang WN
Published in: SSRN, 2022
Publisher: SSRN
DOI: 10.2139/ssrn.4186906

Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective

Author(s): Wang YF, Lu W, Lin MB, Ren R, Härdle WK
Published in: SSRN, 2022
Publisher: SSRN
DOI: 10.2139/ssrn.4308825