Forschungsseminar
Tuesday, 18:00 - 20:00 h.
Ludwigstr. 33, room 144 (Seminarraum)
| Date | Presenter | Topic |
|---|---|---|
| 22.05.12 | Stefan Mittnik | VaR-implied Correlation Matrices |
| 12.06.12 | Christian Groll | Dynamics-induced dependency |
| 19.06.12 | Christian Grimme | Inflation uncertainty revisited: A proposal for robust measurement |
| 26.06.12 | Andreas Fuest | Modeling realized volatility using functional order book data |
| 03.07.12 | Doro Rose | Modelling and Estimating Multivariate Distributions with the Bernstein Copula |
| 10.07.12 |
Thorsten Wächter
Fabian Spanhel |
Heterogeneous autoregressive volatility models,
*tba* |
| 17.07.12 | Laura Zizerig | Withdrawal |