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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

Hao, Lei (17.11.2018-01.01.2019)
Guest Researcher

National University of Singapore

Interests: topic modelling, sentiment analysis and Bayesian statistics


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


Global estimation of realized spot volatility in the presence of price jumps


Barletta, Andrea   (01.01.2019-31.01.2019)
Guest Lecturer (pro bono)

Aarhus University

Interests: Non-parametric/Non-structural Estimation of the Risk-neutral Density Embedded in Option Prices, Cryptocurrencies.

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

Giudici, Paolo (15.02.2018-28.02.2018)
Guest Researcher

Unjversità di Pavia

Interests: Financial Risk Management

Liu, Yanchu (01.03.2019-30.05.2019)
Guest Researcher

Sun Yat-sen University

Interests: Financial Engineering, FinTech, Energy Economics, Financial Econometrics, with applications.

Kitagawa, Toru (03.07.2019-05.07.2019)
Guest Researcher

University College London

Interests: Treatment choice and empirical welfare maximization methods