Seminar für Finanzökonometrie
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Forschungsseminar

Tuesday, 18:00 - 20:00 s.t.

Ludwigstr. 33, room 144 (Seminarraum)

 

DatePresenterTopic
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