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Althof, Michael [Author] ; Härdle, Wolfgang Karl [Other]; Chen, Cathy Yi-Hsuan [Other]

FRM Financial Risk Meter

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Berlin: Humboldt-Universität zu Berlin, 2022
Lin, Min-Bin [Author] ; Wolfgang, Härdle [Other]; Chen, Cathy Yi-Hsuan [Other]

Measuring Tokenomics

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Berlin: Humboldt-Universität zu Berlin, 2023
Nasekin, Sergey [Author] ; Chen, Cathy Yi‐Hsuan [Other]

Deep Learning-Based Cryptocurrency Sentiment Construction

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[S.l.]: SSRN, [2020]
Chen, Cathy Yi‐Hsuan [Author] ; Fengler, Matthias R. [Other]; Härdle, Wolfgang K. [Other]; Liu, Yanchu [Other]

Media-Expressed Tone, Option Characteristics, and Stock Return Predictability

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[S.l.]: SSRN, [2020]
Chen, Cathy Yi‐Hsuan [Author] ; Härdle, Wolfgang K. [Other]; Klochkov, Yegor [Other]

SONIC : SOcial Network with Influencers and Communities

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https://ssrn.com/abstract=3657360

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[S.l.]: SSRN, [2020]
Chen, Cathy Yi‐Hsuan [Author] ; Despres, Romeo [Other]; Guo, Li [Other]; Renault, Thomas [Other]

What Makes Cryptocurrencies Special? Investor Sentiment and Return Predictability During the Bubble

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[S.l.]: SSRN, [2019]
Wang, Bingling [Author] ; Härdle, Wolfgang Karl [Other]; Chen, Cathy Yi-Hsuan [Other]; Burda, Michael C. [Other]; Stomper, Alex [Other]; Zessner-Spitzenberg, Leopold [Other]

Tail behaviour analysis and robust regression meets modern methodologies

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Berlin: Humboldt-Universität zu Berlin, 2024
Lei, Hao [Author] ; Chen, Ying [Other]; Chen, Cathy Yi‐Hsuan [Other]

Investor Attention and Topic Appearance Probabilities : Evidence from Treasury Bond Market

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[S.l.]: SSRN, [2020]
Althof, Michael [Author] ; Härdle, Wolfgang Karl [Degree supervisor]; Chen, Cathy Yi-Hsuan [Degree supervisor]

FRM Financial Risk Meter

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http://edoc.hu-berlin.de/18452/26025

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Berlin: Humboldt-Universität zu Berlin, 2022
Lin, Min-Bin [Author] ; Wolfgang, Härdle [Other]; Chen, Cathy Yi-Hsuan [Other]

Measuring Tokenomics

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https://nbn-resolving.org/urn:nbn:de:kobv:11-110-18452/27351-0

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Berlin: Humboldt-Universität zu Berlin, 2023
Agakishiev, Ilyas [Author] ; Härdle, Wolfgang Karl [Contributor]; Chen, Cathy Yi-Hsuan [Contributor]

A leveraged investment strategy using Deep Reinforcement Learning

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http://edoc.hu-berlin.de/18452/20798

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Humboldt-Universität zu Berlin, 2019-06-07
Baruník, Jozef [Author] ; Chen, Cathy Yi‐Hsuan [Other]; Vecer, Jan [Other]

Sentiment-Driven Stochastic Volatility Model : A High-Frequency Textual Tool for Economists

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[S.l.]: SSRN, [2019]
Bommes, Elisabeth [Author] ; Chen, Cathy Yi‐Hsuan [Other]; Härdle, Wolfgang K. [Other]

Textual Sentiment and Sector Specific Reaction

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[S.l.]: SSRN, [2020]
Overbeck, Ludger [Editor]; Chen, Cathy Yi-Hsuan [Editor]

Applied Quantitative Finance - [3rd ed. 2017]

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Berlin; Heidelberg: Springer, 2017

Published in: Statistics and Computing- SpringerLink ; Bücher
Mihoci, Andrija [Author] ; Althof, Michael [Other]; Chen, Cathy Yi‐Hsuan [Other]; Härdle, Wolfgang K. [Other]

FRM Financial Risk Meter

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[S.l.]: SSRN, [2020]
Hou, Ai Jun [Author] ; Wang, Weining [Other]; Chen, Cathy Yi‐Hsuan [Other]; Härdle, Wolfgang K. [Other]

Pricing Cryptocurrency Options : The Case of Bitcoin and CRIX

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https://ssrn.com/abstract=3159130

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[S.l.]: SSRN, [2019]
Chen, Cathy Yi‐Hsuan [Author]; Irresberger, Felix [Author]

Are there 'winner-takes-it-all' effects in blockchain user adoption?

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[S.l.]: SSRN, [2022]
Chen, Cathy Yi‐Hsuan [Author]; Vinogradov, Dmitri [Author]

Coins With Benefits : On Existence, Pricing Kernel and Risk Premium of Cryptocurrencies

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[S.l.]: SSRN, [2021]
Nasekin, Sergey [Author]; Chen, Cathy Yi‐Hsuan [Author]

Quantifying Systemic Risk with Factor Copulas

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[S.l.]: SSRN, [2021]
Nasekin, Sergey [Author]; Chen, Cathy Yi-Hsuan [Author]

Deep learning-based cryptocurrency sentiment construction

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http://hdl.handle.net/10419/230776

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Berlin: Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", 2018

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