Seminar für Finanzökonometrie
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Research Seminar

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

Ludwigstr. 33, Raum 144 (Seminarraum)

 

DatePresenterTopic
07-Nov-2017 Christian Groll Julia 0.6 - reif genug für die große Bühne? Ein Anwendungsbeispiel
14-Nov-2017 No research seminar but you are invited to attend the CES Lecture of Susan Athey (Using Big Data and Machine Learning to Understand the Impact of Digitization) which will take place at LMU München, Geschwister-Scholl-Platz 1, Große Aula, 18:00 s.t.
09-Jan-2018 Maria Sprincenatu Dating Structural Breaks in International Yield Curve Drivers
16-Jan-2018 Malte Kurz On low-dimensional Kalman smoother for systems with lagged states in the measurement equation
23-Jan-2018 Elizabeth Heller The Arbitrage-Free Dynamic Nelson-Siegel Model
Janis Bauer A Heston-Nandi GARCH Credit Risk Model
30-Jan-2018 Benjamin Moritz The relation between stock market risk and return