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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Conference: Presentation at DAGStat Conference

18.03.2016. PhD student Franziska Schulz presented her paper “Germany Probabilistic Forecasts of Electricity spot prices: A functional data approach” at the DAGStat Conference in Göttingen, Germany.

Thijs Benschop also presented his work on “Modeling and forecasting of realized volatility of CO2 emission futures contracts” at the conference.