Melanie Schienle

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Nikolaus HautschProfessor of Finance and Statistics, University of Vienna, AustriaVerified email at univie.ac.at
Julia SchaumburgProfessor of Econometric Methods and Applications, Vrije Universiteit AmsterdamVerified email at vu.nl
Christoph RotheUniversity of MannheimVerified email at vwl.uni-mannheim.de
Johannes BracherKarlsruhe Institute of Technology / Heidelberg Institute of Theoretical StudiesVerified email at kit.edu
Tuomas PeltonenEuropean Systemic Risk Board, European Central BankVerified email at ecb.europa.eu
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsVerified email at hu-berlin.de
Daniel WolfframSTAT, Karlsruhe Institute of Technology (KIT) / Heidelberg Institute for Theoretical Studies (HITS)Verified email at kit.edu
Christian ConradProfessor of Econometrics, Heidelberg UniversityVerified email at awi.uni-heidelberg.de
Shi ChenKarlsruher Institut für TechnologieVerified email at kit.edu
Tilmann GneitingHeidelberg Institute for Theoretical Studies (HITS), Karlsruhe Institute of Technology (KIT)Verified email at h-its.org
Byeong U. ParkSeoul National UniversityVerified email at stats.snu.ac.kr
Maria GrithErasmus University RotterdamVerified email at ese.eur.nl

Melanie Schienle

Professor, Karlsruhe Institute of Technology (KIT) and HITS Heidelberg

Verified email at kit.edu - Homepage

Econometric Theory Financial Econometrics High-dimensional statistics Non- and Semiparametrics Time series


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Financial network systemic risk contributions N Hautsch, J Schaumburg, M Schienle Review of Finance 19 (2), 685-738, 2015	605	2015
Systemic risk spillovers in the European banking and sovereign network F Betz, N Hautsch, TA Peltonen, M Schienle Journal of Financial Stability 25, 206-224, 2016	175	2016
Nonparametric regression with nonparametrically generated covariates E Mammen, C Rothe, M Schienle	127	2012
Forecasting systemic impact in financial networks N Hautsch, J Schaumburg, M Schienle International Journal of Forecasting 30 (3), 781-794, 2014	105	2014
A pre-registered short-term forecasting study of COVID-19 in Germany and Poland during the second wave J Bracher, D Wolffram, J Deuschel, K Görgen, JL Ketterer, A Ullrich, ... Nature communications 12 (1), 5173, 2021	87*	2021
Nonparametric kernel density estimation near the boundary P Malec, M Schienle Computational Statistics & Data Analysis 72, 57-76, 2014	80	2014
Semiparametric estimation with generated covariates E Mammen, C Rothe, M Schienle Econometric Theory 32 (5), 1140-1177, 2016	71	2016
Capturing the zero: a new class of zero-augmented distributions and multiplicative error processes N Hautsch, P Malec, M Schienle Journal of Financial Econometrics 12 (1), 89-121, 2014	70	2014
Collaborative hubs: making the most of predictive epidemic modeling NG Reich, J Lessler, S Funk, C Viboud, A Vespignani, RJ Tibshirani, ... American Journal of Public Health 112 (6), 839-842, 2022	45	2022
Determination of vector error correction models in high dimensions C Liang, M Schienle Journal of econometrics 208 (2), 418-441, 2019	37	2019
Measuring connectedness of euro area sovereign risk R Buse, M Schienle International Journal of Forecasting 35 (1), 25-44, 2019	34*	2019
Nonparametric nonstationary regression M Schienle None, 2008	34	2008
Nonparametric estimation of risk-neutral densities M Grith, WK Härdle, M Schienle Handbook of computational finance, 277-305, 2012	28	2012
A retrospective assessment of different endodontic treatment protocols A Bartols, C Bormann, L Werner, M Schienle, W Walther, CE Dörfer PeerJ 8, e8495, 2020	25	2020
Model diagnostics and forecast evaluation for quantiles T Gneiting, D Wolffram, J Resin, K Kraus, J Bracher, T Dimitriadis, ... Annual Review of Statistics and Its Application 10 (1), 597-621, 2023	24	2023
Testing for an omitted multiplicative long-term component in GARCH models C Conrad, M Schienle Journal of Business & Economic Statistics 38 (2), 229-242, 2020	22	2020
Additive models: Extensions and related models E Mammen, BU Park, M Schienle	18	2014
National and subnational short-term forecasting of COVID-19 in Germany and Poland during early 2021 J Bracher, D Wolffram, J Deuschel, K Görgen, JL Ketterer, A Ullrich, ... Communications medicine 2 (1), 136, 2022	17	2022
Nonparametric nonstationary regression with many covariates M Schienle SFB 649 Discussion Paper, 2011	16	2011
Quantifying time–varying marginal systemic risk contributions N Hautsch, J Schaumburg, M Schienle Unpublished manuscript, 2011	15	2011

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