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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Haindorf Seminar 2019

 

1.22. - 26.01.2019 

Hejnice, Czech Republic

 

Organization and Contact Information

Wolfgang Härdle

Junjie HU
Michael Althof

Humboldt University of Berlin
Faculty of Economics
Ladislaus von Bortkiewicz Chair of Statistics
Spandauer Str. 1
10178 Berlin, Germany
 

 
Phone: +49 - 30 - 2093 5708
E-mail:

irtg1792.wiwi@hu-berlin.de

 

 

IRTG Short Course

Christian Hafner

Université catholique de Louvain

website

 

Phone: +32 10 47 43 06
E-mail: christian.hafner@uclouvain.be
 

 

title: Alternative assets and cryptocurrencies
  poster

 

 

IRTG Guest Talk

Yannis Yatracos

Cyprus University of Technology

website

 

Phone: -
E-mail:

yannis.yatracos@cut.ac.cy

 

 

title: Distributional Divergence, Statistical Experiments and Consequences in Option Pricing
   

 

 

Location and Trip Tips

 

Venue: International Center for Spiritual Rehabilitation
Address: Klasterni 1, 463 62 HEJNICE, Czech Republic
More information about the location

Skiing
Ski Center Bedřichov

Excursion in a nearby factory
CiS electronic GmbH

Excursion in church and tomb
Pilgrimage place in Haindorf
 

 

 

Participants

HUB

 

Wolfgang Härdle

Cathy Chen

Weining Wang

Vladimir Spokoiny

Bernd Fitzenberger

Stefan Lessmann

 

Michael Althof

Ioana Ceausu

Marvin Gauer

Junjie Hu

Elena Ivanova

Daniel Jacob

Georg Keilbar

Keyan LIU

Awdesch Melzer

Xinwen NI

Raphael Reule

Bruno Spilak

Marius Sterling

Bingling WANG

Elizaveta Zinovyeva
 

 

Charles University Prague

 

Zdenek Hlávka

Jozef Baruník

František Čech

Luboš Hanus

Martin Hronec

Lucie Kraicova

Josef Kurka

Marek Lipan

Matěj Nevrla

Lukáš Vácha

 

Université catholique de Louvain

 

Christian Hafner

 

Aarhus University

 

Timo Terasvirta

 

 

Schedule

(PDF)

 

 

 

Day

Time

Speaker

title

Tuesday
(22.01.2019)

12:30

Arrival

1 st   session

14: 30-16: 00

Short course - Christian Hafner (Pt.1)

16: 00-16: 30

Coffee break

2   session nd

16: 30-18: 00

Short course - Christian Hafner (Pt. 2)

18: 30-20: 00

dinner

 

Wednesday (23.01.2019)

1 st   session

9: 00-10: 30

Short course - Christian Hafner (Pt.3)

10: 30-11: 00

Coffee break

2 nd   Session, Chair: TBA

11: 00-11: 30

TBA

TBA

11: 30-12: 00

TBA

TBA

12: 00-12: 30

TBA

TBA

12: 30-14: 30

Discussion / Lunch Break

3 rd   session

14: 30-16: 00

Excursion in church and tomb

16: 00-16: 30

Coffee break

4 th   session

16: 30-17: 15

TBA

TBA

17: 15-18: 00

TBA

TBA

18: 30-20: 00

dinner

 

Thursday
(24.01.2019)

8: 00-14: 30

Optional activities

1 st   Session, Chair: TBA

14: 30-15: 00

TBA

TBA

15: 00-15: 30

TBA

TBA

15: 30-16: 00

TBA

TBA

16: 00-16: 30

Coffee break

2 nd   Session, Chair:  TBA

16: 30-17: 00

TBA

TBA

17: 00-17: 30

TBA

TBA

17: 30-18: 00

TBA

TBA

18: 30-20: 00

dinner

 

Friday (25.01.2019) 

 

 

1 st   Session, Chair: TBA

09: 00-09: 30

TBA

TBA

09: 30-10: 00

TBA

TBA

10: 00-10: 30

TBA

TBA

10: 30-11: 00

TBA

TBA

11: 00-11: 30

Coffee break

2 nd   Session, Chair: TBA

11: 30-12: 00

TBA

TBA

12: 00-12: 30

TBA

TBA

12: 30-13: 00

TBA

TBA

13: 00-15: 00

Discussion / Lunch Break

3 nd   Session, Chair: TBA

15: 00-15: 30

TBA

TBA

15: 30-16: 00

TBA

TBA

16: 00-16: 30

TBA

TBA

16: 30-17: 00

Coffee break

Short Talks Session, Chair: TBA

17: 00-17: 15

TBA

TBA

17: 15-17: 30

TBA

TBA

17: 30-17: 45

TBA

TBA

17: 45-18: 00

TBA

TBA                                                                                                     

18: 30-20: 00

dinner

 

Saturday
(26.01.2019)

09:00

departure