Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Shi Chen

 

E-mail:

 

chenshiq@hu-berlin.de

SC
Phone/Fax: +49 30 2093-5748/ +49 30 2093-5649

Office:

Office hours:

Spandauer Str. 1, room 312

upon agreement

Postal address:

Ladislaus von Bortkiewicz Chair of Statistics
C.A.S.E. - Center for Applied Statistics and Economics
School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

 

Classes

 

Education

  • 2012-2014  Master in Science

                    Humboldt-Universität zu Berlin, Germany

  • 2007-2011  Bachelor in Engineering (Minor in Economics) 

                    Xiamen University, China

 

Research Interests

  • High Dimensional Non Stationary Time Series
  • Yield Curve Modeling
  • Weather Risk Hedging

 

Presentations

standardseite.text.image0 Inflation co-movement across coutries in a multi-maturity term structure

 

Links