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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Chair of Statistics - Workshop Forecast Validation and Risk Modelling 2000


All meetings are held at the Department of Economics, HU, Spandauer Str.1, Seminar Room 125.

Monday, 3rd April

Time Presenter Title
8:45 W. Härdle Inaugural Address
9:00 W. Härdle, Humboldt Univ. Berlin and SFB 373
L. Overbeck, Deutsche Bank AG, Frankfurt
G. Stahl, BA für Kreditwesen and SFB 373
Backtesting Market and Credit Risk Models: Where do we stand?
10:00 A. P. Dawid, University College London Prequential Techniques for Prediction and Model Selection
11:00 Coffee break
11:15 O. Bunke, Humboldt Universität zu Berlin Resampling Procedures for Prediction and Model Selection
12:15 R. Kiesel, London School of Economics Recent Developments in Credit Risk Modelling
13:15 Joint lunch
15:00 Open discussion


See more pictures: Talks Lunch Discussions Smalltalk




In the Weinhandlung at Lutter & Wegner