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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Participation: Haindorf Seminar 2020

 

 

Participation: Haindorf Seminar 2020

 

 

28.01.2020. In cooperation with Charles University Prague, Haindorf Seminar 2020 took place from January 21 to 25 in Hejnice (CZ). During the seminar, PhD students of the IRTG 1792 and Charles University were given the chance to present their current research projects.

Additionally to the talks and discussions, Andrew Vivian (Loughborough University/ UK) gave a short course on „Risk Management and Forecasting in Commodity Markets“ and Michael Ellington gave a short course on „Time-Varying Parameter Estimation in VAR models“.

Besides the academic programme, participants were given the opportunity to go skiing in the nearby Jizera Mountains and to visit the  monastery of Hejnice, a historical pilgrimage destination.

We thank all participants for their contributions and look forward to continue the academic prosperous cooperation with Charles University Prague in the future. 

 

There is more information about the participants as well as the talks on the seminar’s website.