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Humboldt-Universität zu Berlin -

Hermann Otto Hirschfeld Lecture 20.+21.11.2017

Hermann Otto Hirschfeld Lecture Series 2017: Professor Marc Hallin, Université libre de Bruxelles

 

We are happy to announce Hermann Otto Hirschfred Lecture Series 2017:

This year Marc Hallin (Professor Emeritus of Statistics, Université libre de Bruxelles, European Center for Advanced Research in Economics and Statistics) will talk about "Returns and Volatilities in High Dimension: A General Factor Model Approach".
 

20 November:
"The general dynamic factor method - Identifying the number of factors"

21 November:
"Dynamic factors in the presence of blocks - Dynamic factors and volatilities: extracting market volatility shocks "


The lectures take place at 18:00-20:00 in Room 220, Spandauer Str. 1.
 
Registration is required, please write to: adamyanl@hu-berlin.de
 
For more information see
https://www.wiwi.hu-berlin.de/de/forschung/irtg/events/2017-hoh-lecture/hirschfeld-lecture-series