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

Postdoc Position

Postdocs

 

Andrija Mihoci
(C.A.S.E.)


Research interests:


  • High-Frequency Finance
  • Analysis of Limit Order Book Markets
  • Statistics of Financial Markets
  • Empirical Pricing Kernels and Financial Markets
Description Contact  
Postdoc position in IRTG 1792
"High Dimensional Non Stationary Time Series"
Application deadline: 31.05.13
Prof. W. Härdle .pdf