Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Conference: Quantitative Methods in Finance Conference in Sydney

21.05.2024

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Workshop: Recent Advances in High-Frequency Statistics

21.05.2024

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Dissertation: Piotr Majer completes PhD

21.05.2024

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Workshop: Humboldt Aarhus Xiamen (HAX)

21.05.2024

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Workshop: Presentations on “Forecasts of Electricity spot prices”

21.05.2024

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Conference: Participation in Rijeka, Croatia

21.05.2024

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Conference: Challenges in Financial Risk Measurement

21.05.2024

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Workshop: Participation in Energy Finance

21.05.2024

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Research visit: Macquarie University

21.05.2024

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Research visit: Singapore Management University

21.05.2024

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Conference: Haindorf Seminar 2014

21.05.2024

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Publication: Paper accepted to JAE

21.05.2024

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