Forschungsseminar
Tuesday, 18:00 - 20:00 s.t.
Ludwigstr. 33, room 144 (Seminarraum)
| Date | Presenter | Topic |
|---|---|---|
| 06.5. | Elizabeth Heller | The dynamics of interest rate risk |
|
13.5. |
Holger Fink |
Integer-valued volatility clustering and statistical leverage for low latency financial data |
| 03.6. | Zurab Kotchlamazashvili | Out-of-Sample Analysis of the EU Term Structure of Interest Rates |
|
10.6. |
Benjamin Moritz |
Detecting cross-sectional stock market anomalies |
|
17.6. |
Alexander Matthis |
Detecting speculative bubbles on commodity markets |
|
24.6. |
Muhammad Yousaf Khan |
1. Performance of Heterogeneous Autoregressive Model in the Presence of Structural Breaks 2. Seismological Applications of Linear and Nonlinear Time Series Models |
| 01.7. | Christian Groll | Optimal portfolio selection and the problem of estimating return moments |
| 08.7. | Naeem Ahmed | Modelling Large Conditional Heteroskedastic Covariance Matrices |