Datum | Vortragender | Vortragsthema |
|---|---|---|
| 20.10.2015, 16:00-17:30 Uhr | NN | tba |
| 27.10.2015, 16:00-17:30 Uhr | Yves Schüler | Characterising the financial cycle: A multivariate and time-varying approach |
| 03.11.2015, 16:00-17:30 Uhr | Nazarii Salish | Forecasting Methods for Functional Time Series |
| 10.11.2015, 16:00-17:30 Uhr | Markus Kösler, Hans Manner | Testing for Cojumps - A Multivariate Coexceedance-based Approach |
| 17.11.2015, 16:00-17:30 Uhr | NN | tba |
| 24.11.2015, 16:00-17:30 Uhr | Christian Conrad | Misspecification Testing in GARCH-MIDAS Models |
| 01.12.2015, 16:00-17:30 Uhr | NN | tba |
08.12.2015, | Jan Patrick Hartkopf (Uni Köln) | Particle Gibbs sampling for nonlinear state-space models |
| 15.12.2015, 16:00-17:30 Uhr | NN | tba |
12.01.2016, | Stanislaus Maier-Paape (RWTH Aachen) | Automatisierte Erkennung von Dow-Trends |
| 19.01.2016, 16:00-17:30 Uhr | Matthias Fengler | Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models |
| 26.01.2016, 16:00-17:30 Uhr | Thomas Dimpfl | Inter-quantile ranges and volatility of financial data |
| 02.02.2016, 16:00-17:30 Uhr | Jeremias Bekierman | A Mixed Frequency Stochastic Volatility Model for Intraday Volatility Dynamics |
| 09.02.2016, 16:00-17:30 Uhr | Axel Bücher | On the block maxima method in multivariate extremes |
Alle Vorträge finden in S 23 (Seminargebäude) statt. Änderungen werden bekannt gegeben.