Seminar für Finanzökonometrie
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Research Seminar

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

Ludwigstr. 33, room 144 (Seminarraum)

 

DatePresenterTopic
08-Nov-2016 Markus Huber On the Welfare Effect of Large Terrorism Events
15-Nov-2016 No research seminar but you are invited to attend the CES Lecture of Bengt Robert Holmström (MIT Economics) which will take place at LMU München, Geschwister-Scholl-Platz 1, Große Aula, 18:00 s.t.
29-Nov-2016 Alexander Matthies Term Structure Forecasts with Dynamic Factor Models
06-Dec-2016 Christoph Berninger The Hull White Model and the Martingale Pricing Approach
20-Dec-2016 Christian Groll CAPE ratios and what they teach us about long-term stock market dynamics
10-Jan-2017 Janis Bauer A Heston-Nandi GARCH Credit Risk Model
17-Jan-2017 Malte Kurz Risk Estimation and Spurious Seasonality
31-Jan-2017 Andreas Fuest New adventures in boosting: Macroeconomics and the yield curve
Benjamin Moritz Momentum and Mean Reversion in financial markets risks and returns