Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Alena Myšičková

E-mail: alena.mysickova@wiwi.hu-berlin.de
Telephone: +49 30 2093 5721
Fax: +49 30 2093 5649
Office: Spandauer Strasse 1 (SPA1), Room 400
Consultation: Thursday 10 - 11
Postal Address: Humboldt-Universität zu Berlin
Wirtschaftswissenschaftliche Fakultät
Ladislaus von Bortkiewicz Lehrstuhl für Statistik
CASE Center for Applied Statistics and Economics
Alena Mysickova
Spandauer Strasse 1
10099 Berlin, Germany
Cooperative Institution: NESTOR
Forschungsinstitut für Neue
Alterssicherungssysteme
und Rechtsbiometrik
in der Humboldt-Universität
zu Berlin
Unter den Linden 11
10099 Berlin, Germany

 

Curriculum Vitae

Teaching

SS 09: Statistical Programming Languages (Compact course 2nd - 6th March, 9-16)

WS 08/09: Multivariate Statistical Analysis (Tue 16-18, Wed 18-20)

SS 08: Statistics I Tutorial (Tue 8-10)

WS 07/08: Statistics II Tutorial (Wed 14-16)

All materials and announcements are available via MOODLE only.

Research

  • Actuarial mathematics
  • Biostatistics

Publications

  • Mysickova, A., Gansel, A. (2007) Die pauschaldotierte Unterstützungskasse - Pro und Contra, Betriebliche Altersversorgung 3/2007: 229-230.
  • Härdle, W., Mysickova, A. (2009) Numerics of Implied Binomial Trees in Härdle, W., Hautsch, N. and Overbeck, L. (2009) Applied Quantitative Finance, 2nd edition, Springer-Verlag, Berlin, Heidelberg.

Working Papers

Presentations

alt Stochastic Population Forecast for Germany

Private links

ASV ASV Basketball