Forschungsseminar
Tuesday, 18:00 - 20:00 s.t.
Ludwigstr. 33, room 144 (Seminarraum)
| Date | Presenter | Topic |
|---|---|---|
| 18-Nov-2014 | Daniel Neuhoff | Bayesian Estimation of Autoregressive Moving-Average Processes as Exogenous Shock Processes in DSGE Models |
| 25-Nov-2014 | cancelled | |
|
02-Dec-2014 |
Malte Kurz & Andreas Fuest |
Testing the simplifying assumption in vine copulas
MEM-FunXL: Multiplicative Error Models with Liquidity Impact |
|
09-Dec-2014 |
Klaus Wohlrabe |
Micro Information Dynamics: Decomposing the Forecasting Power of Aggregate Indicators |
| 16-Dec-2014 | Holger Fink | Long memory in price jumps |
|
13-Jan-2015 |
|
cancelled |
| 20-Jan-2015 | Benjamin Moritz | Stock return predictability |