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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Conference: S. Chen in Xiamen

16.10.2017. Shi Chen, an IRTG student, presented her work at the five-day DEDA conference in Xiamen, China. The topic of her talk was "Bootstrapped market impact with limit order books".

The annual Sino-German Workshop took place from 12 to 16. October 2017 at Xiamen University and is part of the research and collaboration activity in the context of our IRTG. For more details, visit http://wise.xmu.edu.cn/Meetings/DEDA2017/HOME.