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Humboldt-Universität zu Berlin - Statistik

Haindorf Seminar 2008

February 7 - 10, 2008
Hejnice, Czech Republic

Organization and Contact Information



Prof. Dr. Wolfgang Härdle
Roman Timofeev, M. Sc.
Barbara Choros, M. Sc.
Humboldt-Universitat zu Berlin
CASE - Center for Applied Statistics and Economics
Wirtschaftswissenschaftliche Fakultat
Spandauer Str. 1
10178 Berlin
 
Tel.:
Fax:
+49 - 30 - 2093 5649
E-Mail: stat@wiwi.hu-berlin.de
timofeev@wiwi.hu-berlin.de
barbara.choros@wiwi.hu-berlin.de

Location and Trip Tips



Klasterni1
63 62 HEJNICE
Czech Republic

 

 
More information about the location

Connection from Berlin to Haindorf, Haindorf - Berlin
Connection from Prague to Haindorf, Haindorf - Prague

Program



Thursday (7.02.2008)
Arrival and Greetings
15:00-16:15 D. Belomestny Estimation Methods for Interest Models
16:15-16:30
Coffee Break
16:30-17:45 D. Belomestny Estimation Methods for Interest Models
18:00-19:30
Dinner
19:30-20:15 Szymon Borak Forecasting Electricity Forwards
Friday (8.02.2008)
9:00-9:45 Ostap Okhrin Hierarchical Archimedean Copulas
9:45-10:30 Enzo Giacomini Pricing Kernels and DSFM
10:30-10:45
Coffee Break
10:45-11:30 Roman Timofeev Testing Monotonicity of Pricing Kernels
11:30-12:15 Anton Andriyashin CART financial applications
12:15-14:00
Lunch Break
14:00-14:45 Barbara Choros Qua de causa copulae me placent?
14:45-15:30 Brenda Lopez Weather Derivatives
15:30-16:15 Rouslan Moro Heterogenous Investor Approach vs. Representative Agent Theory
16:15-16:30
Coffee Break
16:30-17:15 Li-Shan Huang Estimation, Analysis of Variance, and F-Tests for Partial Linear Models
17:15-18:00 Uwe Ziegenhagen QuantNet
18:00-19:30
Dinner
19:30-20:15 Alena Mysickova The Stochastic Forecast for German Population
Saturday (9.02.2008)
9:00-14:00
Sport Activity
14:00-14:45 Richard Song The Stochastic Fluctuation of the Quantile Reression Curve
14:45-15:30 Mstislav Elagin Comparison of some methods for the adaptive volatility estimation
15:30-16:15 Julius Mungo Value-at-Risk and Expected Shortfall when there is Long Range Dependence
16:15-16:30
Coffee Break
16:30-17:15 Steffen Dähne DSF model in liquidity analysis
17:15-18:00 Oliver Blaskowitz Forecast direcational accuracy
18:00-19:30
Dinner
19:30-20:15 Jana Riedel Nonlinearities in Interest Rate Setting in the United Kingdom 1970:2006
20:15-21:15 Wolfgang Härdle Semesterplannung
Sunday (10.02.2008)
10:00-11:00
Departure

List of Participants

Title Name University
Prof. Dr. W. Härdle Humboldt Universität zu Berlin, Chair of Statistics
Prof. Dr. N. Hautsch Humboldt Universität zu Berlin, Chair of Econometrics
Dr. D. Belomestny Weierstrass Institute for Applied Analysis and Stochastics
M.Sc. A. Andriyashin Humboldt Universität zu Berlin, Chair of Statistics
M.Sc. S. Borak Humboldt Universität zu Berlin, Chair of Statistics
M.Sc. S. Dähne Humboldt Universität zu Berlin, Chair of Statistics
M.Sc. E. Giacomini Humboldt Universität zu Berlin, Chair of Statistics
M.Sc. R. Moro Humboldt Universität zu Berlin, Chair of Statistics
M.Sc. J. Mungo Humboldt Universität zu Berlin, Chair of Statistics
M.Sc. R. Timofeev Humboldt Universität zu Berlin, Chair of Statistics
M.Sc. U. Ziegenhagen Humboldt Universität zu Berlin, Chair of Statistics
M.Sc. B. Cabrera Lopez Humboldt Universität zu Berlin, Chair of Statistics
M. Sc. B. Choros Humboldt Universitaet zu Berlin, Chair of Statistics
M. Sc. A. Mysickova Humboldt Universitaet zu Berlin, Chair of Statistics
B. Sc. R. Song Humboldt Universitaet zu Berlin, MEMS
M. Sc. O. Blaskowitz Humboldt Universitaet zu Berlin, Chair of Econometrics
M. Sc. J. Riedel Humboldt Universitaet zu Berlin, Chair of Econometrics
Ph. D. L. Huang Dept of Biostatistics and Computational Biology, University of Rochester
Dr. J. Kalina Dept of Statistics, Charles University in Prague
Dr. O. Okhrin Europa-Universitat Viadrina, Fraknfurt an Oder