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  1. Wang, Ruting [Author]; Potì, Valerio [Author]; Härdle, Wolfgang [Author]

    Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies

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    2024

    Published in: Quantitative finance ; 24(2024), 7, Seite 975-992

  2. Wang, Ruting [Author]; Althof, Michael [Author]; Härdle, Wolfgang [Author]

    A financial risk meter for China

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    Berlin: Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", 2021