Natalia S. Sirotko-Sibirskaya
Contact
- E-mail: natalia.sirotko-sibirskaya_at_hu-berlin.de
- Tel.: 5748
Mail address
Humboldt-Universität zu Berlin
School of Business and Economics
Ladislaus von Bortkiewicz Chair of Statistics
Spandauer Str. 1 10099 Berlin Germany
Education
2013 - IRTG 1792 "High-Dimensional Non-Stationary Time Series"
Teaching
SS 14 Statistik I, Übung
WS 14/15 Statistik II, Übung
Research Interests
High-Dimensions, Network Analysis
Talks
TENET: Tail-Event driven NETwork Risk
Papers
-
Härdle, W. K., Sirotko-Sibirskaya, N., and Wang, W. TENET: Tail-Event Driven NETwork Risk. Discussion Paper 2014-066, CRC 649, Humboldt-Universität zu Berlin.