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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Current and Invited Guests

An overview of current guests and invited guests at the IRTG 1792. Click here to view our guest archive.The guest registration template can be downloaded here.


Teräsvirta, Timo (01.01.2018 - 31.01.2019)
Guest Researcher

Aarhus University

Interests:

Nonlinear Time Series Econometrics, Volatility Modelling

 

Kuo, Weiyu (01.02.2018 - 31.01.2019)
Guest Researcher

National Chengchi University

Interests: Behavioural Finance, Empirical Asset Pricing       
 

Hans-Georg Müller (23.06.2018-30.06.2019)
Guest Researcher

University of California, Davis

Interests: Statistical Methodology and Modeling, Mathematical Statistics, Biostatistics, Data Analysis
 

Ren, Rui   (28.06.2018-27.06.2019)
Guest Researcher

Chinese Academy of Sciences

Interests: Behavioral Finance, Computational Statistics and Machine Learning
 

Zhang, Chen (15.10.2018-31.08.2019)
Guest Researcher

Xiamen University

Interests: Bayesian Statistics, Macro Finance, Term Structure, Financial Econometrics
 

Li, Xinjue (15.10.2018-31.08.2020)
Guest Researcher

Xiamen University

Interests: Yield Curve modelling, Forecast and risk analysis, Highdimensional Statistics, Financial Time Series
 

Hafner, Christian (29.11.2018-27.01.2019)
Guest researcher

Université catholique de Louvain

Interests:

Studies in Nonlinear Dynamics and Econometrics, Computational Statistics, Banking and Finance, International Econometrics

   
   
 

Fengler, Matthias (01.01.2019 - 06.01.2019)
Research Guest

University of St. Gallen

Interests:

Financial econometrics, option pricing, risk management, high-frequency data

   
 

Yatracos, Yannis (10.01.2019-15.06.2019)
Guest Researcher

Cyprus University Of Technology

Interests: Statistical Theory, Cluster Detection, Statistical Finance
 

 
Žiković, Saša (15.01.2019-30.01.2019)
Guest Researcher

University of Rijeka

Interests: Forecasting High Frequency Data Using Advanced Machine Learning
 

 
Zhang, Yanfen (01.02.2019-01.02.2020)
Guest Researcher

Xiamen University (WISE)

Interests: Diagnostic checking in high-dimension time series models with uncorrelated errors
 

Li, Mingyang   (01.02.2019-01.02.2020)
Guest Researcher

Xiamen University (WISE)

Interests: Tax Multiplier and Monetary Policy                                        
 

 


Traian, Pele Daniel (04.02.2019-15.02.2019)
Guest Researcher

Bucharest University of Economic Studies

Interests: Statistics of Financial Markets, Time Series        
 

 


Kopa, Milos (10.02.2019-13.02.2019)
Guest Researcher

Charles University in Prague

Interests: Probability and Mathematical Statistics
 

 
Giudici, Paolo (15.02.2018-28.02.2018)
Guest Researcher

Unjversità di Pavia

Interests: Financial Risk Management
 

 
Wooldridge, Jeffrey M. (23.02.2019-28.02.2019)
Guest Researcher

University of California

Interests: Estimation of Treatment Effects
 

 
Dudek, Grzegorz (23.04.2019-25.04.2019)
Guest Researcher

Czestochowa University of Technology

Interests: Generating Random Weights and Biases in Feedforward Neural Networks
with Random Hidden Nodes
 

 
Kitagawa, Toru (03.07.2019-05.07.2019)
Guest Researcher

University College London

Interests: Treatment choice and empirical welfare maximization methods