Publication: Prof. Härdle and Prof. Chen publish in Journal of Econometrics
08.01.2018. We have been informed that the paper "Tail event driven networks of SIFIs" by the IRTG professors Prof. Wolfgang Karl Härdle and Prof. Cathy Yi-Hsuan Chen and Prof. Yarema Okhrin (University of Augsburg) submitted to The Journal of Econometrics will be accepted.
We now look forward to seeing their article appear in a future issue of JE.
The article will be based on the SFB 649 Discussion Paper 2017-004.
Our most recent discussion papers are available in our research results section.