Seminar für Finanzökonometrie
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Research Seminar

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

Ludwigstr. 33, Raum 144 (Seminarraum)

 

DatePresenterTopic
06-Jun-2017 Christian Groll Dynamic risk management of multi-asset portfolios
Fabian Spanhel Predicting the inflow of tv series
13-Jun-2017 Maria Sprincenatu On Joint Global Yield Curve Modeling
04-Jul-2017 Alexander Matthies Different frequencies in term structure forecasts
11-Jul-2017 Christoph Berninger Volatility Managed Portfolios
Janis Bauer Are gross margins of structured products priced in a market-consistent way? Evidence from the new Issuer Estimated Value
18-Jul-2017 Henry Port A functional ARMA-GARCH approach for modeling the FX-impact of Sovereign rate curves
Kujtim Avdiu Liquidity estimation: A comparison between Heston model and Brownian motion
25-Jul-2017 (cancelled) Teona Shugliashvili Leverage Adjustment in Medium-Sized German Companies