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CORDIS - EU research results
CORDIS

Quantitative Financial Risk Network Analysis with Sentiment and Herd Behaviour Measures

CORDIS provides links to public deliverables and publications of HORIZON projects.

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

Financial Risk Meter based on Expectiles (opens in new window)

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 (opens in new window)

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

Peer Effects and Club Selections of a Unique Online Fishing Game (opens in new window)

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 (opens in new window)

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

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