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Humboldt-Universität zu Berlin - Statistik

Humboldt-Universität zu Berlin | Wirtschaftswissen­schaftliche Fakultät | Statistik | Staff | Ladislaus von Bortkiewicz Chair of Statistics - Ph.D. Students

Ladislaus von Bortkiewicz Chair of Statistics - Ph.D. Students

Ph.D. theses/Current occupations

Author Title Year Current occupations
T. Ahmad Design and evaluation of statistics e-learning systems, its implementation in an operating system GNU/Linux 2008 Tishreen university, Latakia, Syria
A.V. Andriyashin Stock picking via Nonsymmetrically Pruned Binary Decision Trees With Reject Option 2009 Corecam AG, Zug, Switzerland
M. Benko Functional Data Analysis with Applications in Finance 2006 Deutsche Bank, London, U.K.
T. Benschop Reduced form models for modelling the European CO2 market and systemic risk 2017 Humboldt-Universität zu Berlin, Berlin, Germany
I. Bertschek-Entorf Semiparametric Analysis of Innovative Behavior 1996 ZEW, Mannheim, Germany
M. Bianchi Time Series Modelling in the Presence of structural change 1995 MMB Advisers LTD, London, U.K.
S. Borak Dynamic Semiparametric Factor Model 2008 Deutsche Bank, Beriin, Germany
L. Borke Dynamic Clustering and Visualization of Smart Data via D3-3D-LSA 2017  
S. Chao Quantile regression in risk calibration 2015 Purdue University, West Lafayette, USA
S.  Chen Econometric Measures of Financial Risk in High Dimensions 2017 Humboldt-Universität zu Berlin, Berlin, Germany
Y. Chen Adaptive risk management 2007 National University of Singapore, Singapore
B. Choroś-Tomczyk Copula Dynamics in Collateralized Debt Obligations 2013 KPMG, Luxembourg, Luxembourg
P. Cížek Essays on Robust Estimation in Econometrics 2002 Tilburg University, Tilburg, The Netherlands
A. Desdoigts Changes in the World Income Distribution: A Nonparametric Approach to Challenge the Neo-classical Convergence Argument 1994 Université Paris-Est Marne-La Vallee, Paris, France
K. Detlefsen Equity derivatives markets 2007 Commerzbank, London, United Kingdom
I. Duca Stock Return Market Expectations Implied from Options 2013 European Central Bank, Frankfurt am Main, Germany
L. Fang Mortality Model and Lonevity Risk 2017 Humboldt-Universität zu Berlin, Berlin, Germany
M. Fengler Semiparametric Modelling of Implied Volatility
ISBN: 3-540-26234-2, Springer Verlag Heidelberg
2004 Universität St. Gallen, St. Gallen, Switzerland
E. Giacomini Time Varying Adaptive Copulae and Dynamic Semiparametric Factor Models with Applications in Finance 2009 Deutsche Bank, Berlin, Germany
M. Grith Dynamics of Risk Attitudes 2013 Rotterdam
M. Guo Generalised Quantile Regression 2012

Southwestern University of Finance and Economics - 西南财经大学, Chengdu, P.R. China

C. Hafner Nonlinear Time Series Analysis with Applications to foreign Exchange Rate Volatility
ISBN 3-7908-1041-X Physica-Verlag Heidelberg

Université catholique de Louvain, Louvain-la-Neuve, Belgium

C. Huang Statistical Inference on High-Dimensional Tail Event Curves 2017 University of St. Gallen, St. Gallen, Switzerland
Z. Hlavka Robust Sequential Methods 2000 Univerzita Karlova, Prag, Czech Republic
A. Ilal Methodisch-statistische Probleme der Messung der sozialökonomischen Entwicklung in den am wenigsten entwickelten Ländern (LLDC) Afrikas 1996 Independent Consultant, Mozambique
T. Kleinow Testing continuous time models in financial markets 2002 Heriot-Watt University, Edinburgh, U.K.
S. Klinke Data Structures for Computational Statistics
ISBN 3-7908-0982-9 Physica-Verlag Heidelberg
1996 Humboldt-Universität zu Berlin, Berlin, Germany
T. Kötter Entwicklung statistischer Software Entwurf-Implementation-Netzwerkschnittstellen-Anwendungen
ISBN 3-7908-1095-9 Physica-Verlag Heidelberg
1997 SAP, Berlin, Germany
H. Lehmann Client/Server based Statistical Computing 2004 SAP, Berlin, Germany
B. López Cabrera Weather Risk Management: CAT bonds and Weather Derivatives 2010 Humboldt-Universität zu Berlin, Berlin, Germany
P. Majer Dynamic Semiparametric Factor Model in Applications to fMRI and Interest Rates 2015 Sportradar AG, London, U.K.
D. Mercurio Adaptive Estimation for Financial Time Series 2004 Erste Bank AG, Vienna, Austria
A. Mihoci Structural adaptive models in financial econometrics 2012 Humboldt-Universität zu Berlin, Berlin, Germany
R. Moro Heterogeneous Agent Approach vs. Representative Agent and The Application of Support Vector Machines to Default Risk Analysis 2008 Brunel University, London, U.K.
J. Mungo Modeling High Dimensional Time Series for Factors Driving Volatility Strings 2009 RIEMSER Arzneimittel AG, Greifswald, Germany
S. Nasekin Dynamic dimension reduction for financial applications 2017 Lancaster University, Lancaster, , U.K.
M. Osipenko Essays on Multivariate Dependence Modeling with Applications to Electricity Demand and Weather 2013 Humboldt-Universität zu Berlin, Berlin, Germany
D.D. Prastyo On Single- and Multi-Period Corporate Default Prediction 2015 Sepuluh Nopember Institute of Technology, Surabaya, Indonesia
I. Proenca Testing the Link Specification in binary choice Models. A Semiparametric Approach 1995 Universita Technica Lisboa, Lissabon, Portugal
A. Ristig Iterative Estimation of Parametric Models - Theory and Practice 2015 Universität Wien, Vienna, Austria
J. Rodriguez Poo Constrained Nonparametric Regression 1992 Universidad de Cantabria, Santander, Spain
P. Sarda Quelques aspects de l`estimation non parametrique 1988 Université Paul Sabatier, Toulouse, France
F. Schulz Probabilistic Models in Energy Finance 2017 Humboldt-Universität zu Berlin, Berlin, Germany
R. Schulz Valuation of properties and economic models of real estate markets 2003 University of Aberdeen, Aberdeen, U.K.
E. Silyakova Modelling implied correlation dynamics 2013 SKS Unternehmensberatung GmbH, Hochheim am Main, Germany
H. Sofyan Clustering and Fuzzy Techniques: Theory, Implementation and Applications
ISBN 3-86504-039-X Tenea-Verlag Berlin
2003 Syiah Kuala University, Banda Aceh, Indonesia
S. Song Confidence Bands in Quantile Regression and Generalized Dynamic Semiparametric Factor Models 2010 University of Texas at Austin, USA
S. Sperlich Additive Modelling and Testing Model Specification
ISBN 3-8265-5685-2 Shaker Verlag
1998 Département d'économétrie, Université de Genève, Switzerland
S. Stahlschmidt Towards Causal Reasoning: Notes on Dimesnion Reduction, Graphical Models and Treatment Effects 2015 Deutsches Zentrum für Hochschul- und Wissenschaftsforschung, Hannover, Germany
R. Timofeev Statistical Aspects of Stock Picking and Risk-Averse Behaviour 2010 Deutsche Bank, Frankfurt am Main, Germany
B. Turlach Computer-Aided Additive Modelling 1994

The University of Western Australia, Australia

P. Vieu Contributions l`estimation fonctionelle 1987 Université Paul Sabatier, Toulouse, France
W. Wang Adaptive Methods for Risk Calibration 2012 Humboldt-Universität zu Berlin, Berlin, Germany
X. Xiu Probabilistic Models in Financial Risk Management 2017 Humboldt-Universität zu Berlin, Berlin, Germany
L. Yu Tail Event driven Financial Risk Modelling 2017 Humboldt-Universität zu Berlin, Berlin, Germany
J. Zheng Wavelet Applications in Time Serie 2002 Industrial and Commercial Bank of China (中国工商银行), Peking, P.R. China
U. Ziegenhagen Essays on the use of e-Learning in Statistics and the Implementation of Statistical Software 2009 DB Private Equity, Cologne, Germany

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