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Humboldt-Universität zu Berlin - High-Dimensional Non-Stationary Time Series Analysis

 

The International Research Training Group 1792 is supported by the major academic institutions of statistics and economics in Berlin and Xiamen, Humboldt University of BerlinXiamen University  and  Free University of Berlinand four  research organizations CASEWISE , WIAS , and DIW .  

 

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Marcel Bluhm  (Xiamen University)

WISE, Xiamen University

  • Monetary Policy
  • Economic Growth
  • Financial Stability
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Zongwu Cai (University of Kansas) University of Kansas

  • Econometrics
  • Quantitative finance
  • Nonlinear Time Series
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Haiqiang Chen  (Xiamen University)
WISE, Xiamen University

  • Financial Econometrics
  • Time Series
  • financial economics
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Ying Fang  (Xiamen University)
WISE, Xiamen University

  • Econometrics
  • Applied Econometrics
  • Economy of China
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Wolfgang Härdle (HU Berlin)
CASE, Humboldt University

  • Applied Statistics
  • Econometrics
  • Quantitative finance
zero Yongmiao Hong  (Cornell University)

Cornell University

  • Econometrics
  • Time Series Analysis
  • Financial Econometrics
  • Chinese Economics
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Muyi Li  (Xiamen University)
WISE, Xiamen University

  • Time Series
  • High Dimensional Financial Econometrics
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Yingxing Li (Xiamen University)
WISE, Xiamen University

  • Nonparametric and Semiparametric Regression
  • Dimension Reduction and Functional Data Analysis
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Ming Lin  (Xiamen University)
WISE, Xiamen University

  • Monte Carlo Methods
  • Self Selection
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Brenda Lopez Cabrera  (HU Berlin)
CASE, Humboldt University

  • Weather Derivatives
  • Energy Demand
  • CO2 Emission Rights
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Linlin Niu (Xiamen University)
WISE, Xiamen University

  • Macro-finance
  • Applied Econometrics
  • International Economics
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Markus Reiss  (HU Berlin)
CASE, Humboldt University

  • Mathematical Statistics
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Yu Ren  (Xiamen University)
WISE, Xiamen University

  • Financial Econometrics
  • Applied Econometrics
  • Econometric Theory
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Vladimir Spokoiny (WIAS)
Weierstrass Institute for Applied Analysis and Stochastics, CASE, Humboldt University

  • Mathematical Statistics
  • Semi-parametric models
  • Signal Processing
Associated Researchers:      
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Bin Chen  (University of Rochester)

University of Rochester, USA

  • Econometric Theory
  • Financial Econometrics
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Rong Chen (Rutgers University, USA)

Department of Statistics

  • Mathematical Statistics
  • Time Series
  • MCMC
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Dieter Nautz (FU Berlin)

Faculty of Economics, Department of Statistics and Economics

  • Financial Econometrics
  • Monetary Economics
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Helmut Lütkepohl (FU Berlin)

Faculty of Economics, Department of Statistics and Economics

  • Multivariate Time Series
  • Econometrics
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Daniel Klapper (HU Berlin)

CASE, Humboldt University

  • Quantitative Marketing
  • Pricing
  • Advertising
  • Structural Economic Modeling
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Martin Odening  (HU Berlin)

CASE, Humboldt University

  • Agricultural Economics
  • Econometrics
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Christian Schade  (HU Berlin)

CASE, Humboldt University

  • Economic Psychology

Nikolaus Wolf  (HU Berlin)

Humboldt University, School of Business and Economics, Institute of Economic History

  • Economic history

Weining Wang (CASE)
CASE, Humboldt University

  • Financial Econometrics
  • Statistics
  • Macroeconometrics

Qingliang Fan (Xiamen University)
WISE, Xiamen University

  • Econometric Theory
  • Shrinkage Estimation
  • Model Selection

Zhenghui Feng  (Xiamen University)

WISE, Xiamen University
  • Statistical Theory
  • Dimension Reduction
  • Model Estimation

Xuexin Wang  (Xiamen University)

WISE, Xiamen University
  • Econometric Theory
  • Financial Econometrics
  • Applied Econometrics

Wei Zhong  (Xiamen University)

WISE, Xiamen University
  • Ultrahigh / High Dimensional Data Analysis
  • Large Covariance Matrix Estimation
  • Portfolio Theory

Bernd drug   (CASE)
CASE, Humboldt University

  • Econometrics

Christoph Breunig (HU Berlin)

Humboldt University, School of Business and Economics

  • Econometrics
  • Theorectical microeconomics
  • Nonparametric statistics

Stefan Lessmann (HU Berlin)

Chair of Information Systems

  • information system
  • Applications in Economics and Business

Cathy Yi-Hsuan Chen (Chung-Hua University)

Chung-Hua University

  • The integration of credit default swaps markets

 

Ying Chen (National University of Singapore)

Department of Statistics

  • Financial statistics and risk management
  • Non-stationary time series analysis
  • High frequency data analysis
  • Functional data analysis

Michael Burda (HU Berlin)

CASE, Humboldt University

  • Labor Economics
  • Macroeconomics
  • European Integration

Bernd Fitzenberger (HU Berlin)

Chair of Econometrics

  • Quantile Regression
  • Decomposition Methods

Lutz Hildebrandt (HU Berlin)

CASE, Humboldt University

  • Quantitative analysis of key success factors
  • Marketing mix management
  • Panel data analysis in international marketing

Florentine Schwark (HU Berlin)

Humboldt University

  • Economic growth
  • Business cycles
  • Financial markets

Hermann Elendner (HU Berlin)

Humboldt University

  • private equity
  • Credit Rating and Rating Agencies
  • Sovereign Debt Issuance

Max Klimm (HU Berlin)

Humboldt University

  • Optimization under Uncertainty
  • Algorithmic Game Theory
  • Traffic and Logistics Networks
  • Industrial Organization

Lars Winkelmann (FU Berlin) 

School of Business and Economics, Chair of Econometrics 

  • Applied Econometrics
  • Time Series Analysis

Yinggang Zhou (Xiamen University)

  • International Finance
  • Real Estate Markets
  • Financial Innovation
     
Advisory Board    

 

Qiwei Yao  (London School of Economics)

LSE
  • Time series analysis
  • Nonparametric regression
  • Dimension reduction and factor modeling
  • Spatio temporal modeling
  • Financial econometrics

Oliver Linton  (University of Cambridge)

University of Cambridge
  • Nonparametric and Semiparametric methods
  • Financial Econometrics

Per Mykland  (University of Chicago)

University of Chicago
  • High Frequency Financial Econometrics
  • Data Analysis and Pattern Recognition