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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Seminar: HOH Lecture with M. Hallin

21.11.2017. After two days the Hermann-Otto-Hirschfeldt Lecture concluded at Humboldt-Universität zu Berlin. This year the lecture was held by Prof. em. Marc Hallin of the Université Libre de Bruxelles.

His lecture centered around the Dynamic Factor Method to study returns and
volatilities on the stock market.


The HOH lecture has been held annually since 2003. and was organized by Prof. Dr. Wolfgang Härdle, Prof. Dr. Vladimir Spokoiny and Larisa Adamyan of the Humboldt-Universität zu Berlin.


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