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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


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


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


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

Schwendner, Peter (18.04.2019-19.04.2019)
Guest Researcher

ZHAW School of Management and Law

Interests: Asset Management, Investment Management, Risk Management Product Development, Financial Engineering, Quantitative Strategies
Fixed Income, Equity Derivatives, Multi-Asset Global Macro, Managed Futures Machine Learning, Index Construction, Correlation Networks

Dudek, Grzegorz (13.05.2019-15.05.2019)
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

Loughran, Tim (03.07.2019-05.07.2019)
Guest Researcher

University of Notre Dame, U.S.A.

Interests: Textual Analysis in Finance