Direkt zum InhaltDirekt zur SucheDirekt zur Navigation
▼ Zielgruppen ▼
⇧

Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

News 2014

Conference: Quantitative Methods in Finance Conference in Sydney

Conference: Quantitative Methods in Finance Conference in Sydney - Mehr…

Workshop: Recent Advances in High-Frequency Statistics

Workshop: Recent Advances in High-Frequency Statistics - Mehr…

Dissertation: Piotr Majer completes PhD

Dissertation: Piotr Majer completes PhD - Mehr…

Workshop: Humboldt Aarhus Xiamen (HAX)

Workshop: Humboldt Aarhus Xiamen (HAX) - Mehr…

Workshop: Presentations on “Forecasts of Electricity spot prices”

Workshop: Presentations on “Forecasts of Electricity spot prices” - Mehr…

Conference: Participation in Rijeka, Croatia

Conference: Participation in Rijeka, Croatia - Mehr…

Conference: Challenges in Financial Risk Measurement

Conference: Challenges in Financial Risk Measurement - Mehr…

Workshop: Participation in Energy Finance

Workshop: Participation in Energy Finance - Mehr…

Research visit: Macquarie University

Research visit: Macquarie University - Mehr…

Research visit: Singapore Management University

Research visit: Singapore Management University - Mehr…

Conference: Haindorf Seminar 2014

Conference: Haindorf Seminar 2014 - Mehr…

Publication: Paper accepted to JAE

Publication: Paper accepted to JAE - Mehr…