Direkt zum InhaltDirekt zur SucheDirekt zur Navigation
▼ Zielgruppen ▼
⇧

Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

The International Research Training Group 1792 is supported by the major academic institutions of statistics and economics in Berlin and Xiamen,  Humboldt-Universität zu Berlin,  Xiamen University and  Free University of Berlin, and four research organizations  CASE,  Weierstrass Institute for Applied Analysis and Stochastics (WIAS),  German Institute for Economic Research (DIW), and  Wang Yanan Institute for Studies in Economics (WISE).

Our Faculty

zero

Marcel Bluhm (Xiamen University)

  • Monetary Policy
  • Economic Growth
  • Financial Stability
 zero

Zongwu Cai (University of Kansas)

  • Econometrics
  • Quantitative finance
  • Nonlinear Time Series
zero

Haiqiang Chen (Xiamen University)
 

  • Financial Econometrics
  • Time Series
  • financial economics
 zero

Ying Fang (Xiamen University)

  • Econometrics
  • Applied Econometrics
  • Economy of China
zero

Wolfgang Härdle (HU Berlin)

  • Applied Statistics
  • Econometrics
  • Quantitative finance
 zero

Yongmiao Hong (Cornell University)

  • Econometrics
  • Time Series Analysis
  • Financial Econometrics
  • Chinese Economics
zero

Muyi Li (Xiamen University)

  • Time Series
  • High Dimensional Financial Econometrics
 zero

Yingxing Li (Xiamen University)

  • Nonparametric and Semiparametric Regression
  • Dimension Reduction and Functional Data Analysis
zero

Ming Lin (Xiamen University)

  • Monte Carlo Methods
  • Self-Selection
 zero

Brenda Lopez Cabrera (HU Berlin)

  • Weather Derivatives
  • Energy Demand
  • CO2 Emission Rights
zero

Linlin Niu (Xiamen University)

  • Macro-finance
  • Applied Econometrics
  • International Economics
 zero

Markus Reiss (HU Berlin)

  • Mathematical Statistics
zero

Yu Ren (Xiamen University)

  • Financial Econometrics
  • Applied Econometrics
  • Econometric Theory
 zero

Vladimir Spokoiny (WIAS)

  • Mathematical Statistics
  • Semi-parametric models
  • Signal Processing

 

Associated Researchers

      
zero

Bin Chen (University of Rochester)

  • Econometric Theory
  • Financial Econometrics
 zero

Rong Chen (Rutgers University, USA)

  • Mathematical Statistics
  • Time Series
  • MCMC
zero

Dieter Nautz (FU Berlin, Faculty of Economics, Department of Statistics and Economics)

  • Financial Econometrics
  • Monetary Economics
 zero

Helmut Lütkepohl (FU Berlin, Faculty of Economics, Department of Statistics and Economics)

  • Multivariate Time Series
  • Econometrics
zero

Daniel Klapper (HU Berlin)

  • Quantitative Marketing
  • Pricing
  • Advertising
  • Structural Economic Modeling
 zero

Martin Odening  (HU Berlin)

  • Agricultural Economics
  • Econometrics
zero

Christian Schade  (HU Berlin)

  • Economic Psychology

Nikolaus Wolf  (HU Berlin, Humboldt University, School of Business and Economics, Institute of Economic History)

  • Economic history

Weining Wang (Humboldt University)

  • Financial Econometrics
  • Statistics
  • Macroeconometrics

Qingliang Fan (Xiamen University)

  • Econometric Theory
  • Shrinkage Estimation
  • Model Selection

Zhenghui Feng  (Xiamen University)

  • Statistical Theory
  • Dimension Reduction
  • Model Estimation

Xuexin Wang  (Xiamen University)

  • Econometric Theory
  • Financial Econometrics
  • Applied Econometrics

Wei Zhong  (Xiamen University)

  • Ultrahigh / High Dimensional Data Analysis
  • Large Covariance Matrix Estimation
  • Portfolio Theory

Bernd Droge   (Humboldt University)

  • Econometrics

Christoph Breunig (HU Berlin, School of Business and Economics)

  • Econometrics
  • Theoretical 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)

  • 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)

  • Labor Economics
  • Macroeconomics
  • European Integration

Bernd Fitzenberger (HU Berlin, Chair of Econometrics)

  • Quantile Regression
  • Decomposition Methods

Lutz Hildebrandt (HU Berlin)

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

Florentine Schwark (HU Berlin)

  • Economic growth
  • Business cycles
  • Financial markets

Hermann Elendner (HU Berlin)

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

Max Klimm (HU Berlin)

  • 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 Anaslysis

Yinggang Zhou (Xiamen University)

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

 

Qiwei Yao  (London School of Economics)

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

Oliver Linton  (University of Cambridge)

  • Nonparametric and Semiparametric methods
  • Financial Econometrics

Per Mykland  (University of Chicago)

  • High-Frequency Financial Econometrics
  • Data Analysis and Pattern Recognition