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"An excellent research environment that helped me gaining a new perspective on topics at the frontier of economic thought, by optimally combining theoretical background and applications." Alessandra Donini, CDSE

Melanie Schienle

Cohort:
2003
Center:
Economics
Thesis Title:
Non-parametric estimation and testing for jump diffusion processes
Current Position:
Professor of Econometrics at Karlsruhe Institute of Technology
First Placement:
Assistant Professor, Humboldt-Universität of Berlin


Publications

2013
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
In:
Journal of Financial Econometrics (Vol. 12, Issue 1)
Pages:
89-121
Authors: Hautsch, N. / Malec, P. / Schienle, M.

2013
Book Chapter: Generated Regressors in Nonparametric Estimation: A Short Review
In:
Recent Developments in Modeling and Applications in Statistics
Pages:
97-105
Authors: Mammen, E. / Rothe, C. / Schienle, M.

2013
Book Chapter: Generated Covariates in Nonparametric Estimation: A Short Review
In:
Recent Developments in Modeling and Applications in Statistics
Pages:
97-105
Authors: Mammen, E. / Rothe, C. / Schienle, M.

2012
In:
Annals of Statistics (Vol. 40, Issue 2)
Pages:
1132-1170
Authors: Mammen, E. / Rothe, C. / Schienle, M.

2012
Book Chapter: Nonparametric Estimation of Risk-Neutral Densities
In:
Duen, Jin-Chuan, Härdle, Wolfgang Karl, Gentle, James E. (eds.), Handbook of Computational Finance. Berlin: Springer.
Pages:
277-305
Authors: Grith, M. / Härdle, W. / Schienle, M.

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