|Terminal Degree:||2017 Institut für Statistik und Ökonometrie (ISÖ); Wirtschaftswissenschaftliche Fakultät; Humboldt-Universität Berlin (from RePEc Genealogy)|
Center for Applied Statistics and Econometrics (CASE) Berlin, Germany
RePEc:edi:cahubde (more details at EDIRC)
Research outputJump to: Working papers
- Lejour, Arjan & Mohlmann, Jan & van't Riet, Maarten & Benschop, Thijs, 2019.
"Dutch Shell Companies and International Tax Planning,"
2019-024, Tilburg University, Center for Economic Research.
- Lejour, Arjan & Mohlmann, Jan & van't Riet, Maarten & Benschop, Thijs, 2019. "Dutch Shell Companies and International Tax Planning," Other publications TiSEM 175074ad-0248-4c86-b313-a, Tilburg University, School of Economics and Management.
- Lining Yu & Wolfgang Karl Härdle & Lukas Borke & Thijs Benschop, 2017. "FRM: a Financial Risk Meter based on penalizing tail events occurrence," SFB 649 Discussion Papers SFB649DP2017-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Thijs Benschop & Brenda López Cabrera, 2017.
"Realized volatility of CO2 futures,"
SFB 649 Discussion Papers
SFB649DP2017-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
repec:cpb:discus:402.rdf is not listed on IDEAS
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Lining Yu & Wolfgang Karl Härdle & Lukas Borke & Thijs Benschop, 2017.
"FRM: a Financial Risk Meter based on penalizing tail events occurrence,"
SFB 649 Discussion Papers
SFB649DP2017-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lukas Borke, 2017. "RiskAnalytics: an R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods," SFB 649 Discussion Papers SFB649DP2017-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Mihoci, Andrija & Althof, Michael & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2019. "FRM Financial Risk Meter," IRTG 1792 Discussion Papers 2019-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Zbonakova, Lenka & Pio Monti, Ricardo & Härdle, Wolfgang Karl, 2018. "Towards the interpretation of time-varying regularization parameters in streaming penalized regression models," IRTG 1792 Discussion Papers 2018-059, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
More informationResearch fields, statistics, top rankings, if available.
Access and download statistics for all items
NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
- NEP-PBE: Public Economics (3) 2019-07-15 2020-03-09 2020-12-14. Author is listed
- NEP-RMG: Risk Management (2) 2017-02-26 2017-11-19. Author is listed
- NEP-SEA: South East Asia (2) 2019-07-15 2020-03-09. Author is listed
- NEP-ACC: Accounting & Auditing (1) 2020-03-09
- NEP-BAN: Banking (1) 2017-02-26
- NEP-CFN: Corporate Finance (1) 2017-02-26
- NEP-ENE: Energy Economics (1) 2017-11-19
- NEP-ENV: Environmental Economics (1) 2017-11-19
- NEP-FOR: Forecasting (1) 2017-11-19
- NEP-ORE: Operations Research (1) 2017-02-26
- NEP-PUB: Public Finance (1) 2019-07-15
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