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Humboldt-Universität zu Berlin - Statistik

Prof. Dr. Brenda López Cabrera

JP Climate, Weather and Energy Analysis

 

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Financial Statistics/Mathematics

  • Electricity, Energy and Weather Markets
  • Insurance and Finance
  • Pricing and hedging of derivatives
  • Portfolio optimization
  • Empirical and Computational Finance
  • Dimension reduction techniques
  • Time-varying parameter models and structural changes
  • Extreme value modelling