Chair of Financial Econometrics

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Research Seminar

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 Fabian Spanhel *tba*
17.07.12 Laura Zizerig *tba*