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Details about Lukas Andreas Borke

Homepage:http://sfb649.wiwi.hu-berlin.de/staff/staff.php?id=026
Workplace:Sonderforschungsbereich 649: Ökonomisches Risiko (Collaborative Research Center 649: Economic Risk), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Institut für Statistik und Ökonometrie (ISÖ) (Institute for Statistics and Econometrics), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Lukas Andreas Borke.

Last updated 2014-01-10. Update your information in the RePEc Author Service.

Short-id: pbo750


Working Papers

2017

  1. FRM: a Financial Risk Meter based on penalizing tail events occurrence
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (3)
  2. GitHub API based QuantNet Mining infrastructure in R
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (7)
  3. RiskAnalytics: an R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)

2016

  1. Q3-D3-LSA
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
 
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