| Localized realized volatility modeling Y Chen, WK Härdle, U Pigorsch Journal of the American Statistical Association 105 (492), 1376-1393, 2010 | 98 | 2010 |
| The association between 2D: 4D ratio and cognitive empathy is contingent on a common polymorphism in the oxytocin receptor gene (OXTR rs53576) O Weisman, KA Pelphrey, JF Leckman, R Feldman, Y Lu, A Chong, ... Psychoneuroendocrinology 58, 23-32, 2015 | 89 | 2015 |
| Nonparametric risk management with generalized hyperbolic distributions Y Chen, W Härdle, SO Jeong Journal of the American Statistical Association 103 (483), 910-923, 2008 | 80 | 2008 |
| An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves Y Chen, B Li Journal of Business and Economic Statistics, 2015 | 65 | 2015 |
| Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications Y Chen, L Niu Journal of Econometrics, 2014 | 64 | 2014 |
| Forecasting day-ahead high-resolution natural-gas demand and supply in Germany Y Chen, WS Chua, T Koch Applied Energy 228, 1091-1110, 2018 | 60 | 2018 |
| Portfolio value at risk based on independent component analysis Y Chen, W Härdle, V Spokoiny Journal of Computational and Applied Mathematics 205 (1), 594-607, 2007 | 59 | 2007 |
| GHICA—Risk analysis with GH distributions and independent components Y Chen, W Härdle, V Spokoiny Journal of Empirical Finance 17 (2), 255-269, 2010 | 53 | 2010 |
| Day-ahead high-resolution forecasting of natural gas demand and supply in Germany with a hybrid model Y Chen, X Xu, T Koch Applied Energy 262, 114486, 2020 | 46 | 2020 |
| A review study of functional autoregressive models with application to energy forecasting Y Chen, T Koch, KG Lim, X Xu, N Zakiyeva Wiley Interdisciplinary Reviews: Computational Statistics 13 (3), e1525, 2021 | 20 | 2021 |
| TVICA -- Time Varying Independent Component Analysis and Its Application to Financial Data CH Chen Journal of Computational Statistics and Data Analysis 74, 95-109, 2014 | 19 | 2014 |
| Value at Risk Estimation Y Chen, J Lu Handbook of Computational Finance, 2010 | 19 | 2010 |
| Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression X Xu, Y Chen, Y Goude, Q Yao Applied Energy 301, 117465, 2021 | 17 | 2021 |
| Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics Y Chen, JS Marron, J Zhang The Annals of Applied Statistics 13 (3), 1590-1616, 2019 | 17 | 2019 |
| A hybrid approach for high precision prediction of gas flows M Petkovic, Y Chen, I Gamrath, U Gotzes, NS Hadjidimitrou, J Zittel, X Xu, ... Energy Systems 13 (2), 383-408, 2022 | 16 | 2022 |
| Varying coefficient functional autoregressive model with application to the US treasuries M Xu, J Li, Y Chen Journal of Multivariate Analysis 159, 168-183, 2017 | 16 | 2017 |
| Modeling and forecasting the dynamics of the natural gas transmission network in Germany with the demand and supply balance constraint Y Chen, T Koch, N Zakiyeva, B Zhu Applied Energy 278, 115597, 2020 | 14 | 2020 |
| Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts X Xu, Y Chen, CWS Chen, X Lin | 13 | 2020 |
| Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics Y Chen, WS Chua, WK Härdle Quantitative Finance 19 (9), 1473-1489, 2019 | 12 | 2019 |
| Modeling nonstationary and leptokurtic financial time series Y Chen, V Spokoiny Econometric Theory 31 (4), 703-728, 2015 | 12 | 2015 |
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsVerified email at hu-berlin.de
