Seminar für Finanzökonometrie
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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