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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Participation: FRM at IEEE

 

         

 

Participation

 

 

Wolfgang K. Härdle's, Speaker of the IRTG 1792, Cathy Yi‐Hsuan Chen's, Mercator Fellow of the IRTG 1792, Anrija Mihoci's, Almuni of the LvB Chair of Statistics, and Michael Althof's, PhD student of the IRTG 1792, paper "FRM Financial Risk Meter", was recently presented at the Institute of Electrical and Electronics Engineers (IEEE).