Research Seminars & Guests, Archive until 2014
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Maria Teresa Gonzales Perez |
01.11.-30.11.2012 |
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Valérie Chavez-Demoulin |
29.08.-31.08.2012 |
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Rodrigo Herrera Leiva |
27.08.-10.09.2012 |
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Martin Gould |
07.08.2012-01.01.2013 |
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Helena Chuliá Soler University of Barcelona |
09/2011-12/2011 |
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Fulvio Corsi Università della Svizzera italiana |
27.06.2011 |
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Tobias Klein Tilburg University Estimating heterogeneity in risk preferences from trading data |
06.06.2011 |
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Marc Paolella University of Zurich Multivariate Asset Return Prediction with Mixture Models |
30.05.2011 |
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Heather Anderson Monash University Testing for Co-Jumps with High Frequency Financial Data: An Approach based on First-High-Low-Last Prices |
23.05.2011 |
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Russ Moro Brunel University, London Forecasting Corporate Distress in the Asian and Pacific Region |
16.05.2011 |
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Jeroen Rombouts HEC Montreal Marginal Likelihood for Markov-Switching and Change-Point GARCH Models |
09.05.2011 |
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Richard Payne Cass Business School Banning Short Sales and Market Quality: The UK’s Experience |
11.04.2011 |
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Jörg Rochall ESMT European School of Management and Technology Skin in the Game: Evidence from the Online Social Lending Market |
17.01.2011 |
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Carsten Trenkler University of Mannheim Testing for Codependence of Cointegrated Variables |
10.01.2011 |
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Siem Jan Koopman Tinbergen Institute, Vrije Universiteit Amsterdam The estimation of time-varying parameters in multivariate linear time series models |
29.11.2011 |
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Menelaos Karanasos Brunel University Modeling the link between US inflation and output: the importance of the uncertainty channel |
22.11.2011 |
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Jakob Madsen Monash University Barriers to Economic Growth: Parasitic Diseases, IQ and Economic Development |
09.11.2010 |
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Klaus Reiner Schenk-Hoppé Leeds University Business School Financial regulation of limit order markets - An evolutionary computation approach |
25.10.2010 |
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Christoph Rothe Toulouse Analyzing Counterfactual Distributions |
30.06.2010 |
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Hollis Skaife University of Wisconsin-Madision Information Risk and M&A Deals that go Bust |
28.06.2010 |
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Ingmar Nolte Warwick Business School Information Content of Alternative Forecasting Densities |
28.06.2010 |
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Federico Bandi Johns Hopkins Carey Business School Nonparametric Nonstationary Autoregression and Nonparametric Cointegration Regression: Automated Bandwidth Selection |
09.06.2010 |
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Dennis Kristensen Columbia NY Bandwidth Selection and Bias Corrections for Kernel Estimators of Diffusion Processes |
19.05.2010 |
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Peter Reinhard Hansen Stanford University Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility |
03.02.2010 |
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Simone Manganelli European Central Bank, Frankfurt Measuring Codependence between Financial Markets usind Multivariate Multi-Quantile CAViaR |
01.02.2010 |
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Asger Lunde University of Aarhus The Persistence of a Time-Series Measured with Error: An Application with Realized Measures of Volatility |
11.01.2010 |
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Winfried Pohlmeier Universität Konstanz How risky is the value at risk? |
04.01.2010 |
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Giorgio Valente University of Leicester Exchange Rate Predictability and Currency Hedge Funds Performance |
23.11.2009 |
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Christian Conrad Universität Heidelberg On the Transmission of Memory: Inflation Persistence and the Great Moderation |
09.11.2009 |
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Ioannis Kasparis University of Cyprus Dynamic Misspecification in Nonparametric Cointegrating Regression |
16.07.2009 |
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Rodney Strachan University of Queensland Bayesian Inference in the Time Varying Cointegration Model |
08.07.2009 |
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Andrew Patton University of Oxford Does Beta move with News? Systematic Risk and Firm-Specific Information Flows |
18.05.2009 |
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Matthias Fengler Sal. Oppenheim Explaining the index skew by means of stochastic correlation models |
11.05.2009 |
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Thierry Foucault HEC, School of Management Liquidity cycles and make-take fees in electronic markets |
27.04.2009 |
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Jeremy Large Oxford-Man Institute of Quantitative Finance Pro-Rata Matching in One-Tick Markets |
20.04.2009 |
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Joachim Grammig University of Tübingen International Price Discovery in the Presence of Market Microstructure Effects |
09.02.2009 |
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Günther Schulze University of Freiburg |
03.02.2009 |
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Dick J.C. van Dijk Erasmus University Rotterdam Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails |
12.01.2009 |
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Jean-Robert Tyran University of Copenhagen |
06.01.2009 |
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Mauro Politis University of Milan The Continuous Time Random Walk in High-Frequency Finance |
05.01.2009 |
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Helmut Herwartz Christian-Albrechts-Universität zu Kiel |
14.07.2008 |
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David Veredas Université Libre de Bruxelles Measuring quote quality in an order driven market: How much is information and how much is noise? |
30.06.2008 |
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Christoph Boschan Börse Berlin, Equiduct Trading Einführung in den Börsenhandel |
25.06.2008 |
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Roel Oomen Deutsche Bank, London Realised Quantile-Based Estimation of the Integrated Variance |
16.06.2008 |
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Esben Hog University of Aarhus Volatility and realized quadratic variation of differenced returns. A wavelet method approach |
30.04.2008 |
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Oliver Grothe Universität zu Köln Liquidity-Based Estimation of Spot Volatility Under Microstructure Noise |
30.04.2008 |
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Mark Podolskij Inference for quadratic variation of semimartingales in the presence of noise |
14.04.2008- 19.04.2008 |
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Øyvind Bøhren BI Norwegian School of Management Are owners redundant? |
14.04.2008 |
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Thomas Gehrig Universität Freiburg Decentralized Screening: Coordination Failure, Multiple Equilibria Cycles |
12.02.2008 |
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Ulf Michael Bergman University of Copenhagen Sectoral Real Exchange Rate Adjustments in Europe |
15.01.2008 |
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Tansel Alp Goethe-University Frankfurt A New Multivariate Markov Regime Switching Model of Changes in the Asymptotic Contemporaneous Dependence between Financial Time Series |
07.01.2008 |
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Mark Salmon University of Warwick Time Deformation and the Yield Curve |
26.11.2007 |
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Dieter Hess Universität zu Köln What attracts Market Participants Attention? A Lesson from the Birth of a Sentiment Indicator |
12.11.2007 |
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Joachim Inkmann Tilburg University How Deep is the Annuity Market Participation Puzzle? |
22.10.2007 |
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Anders Rahbek University of Copenhagen Estimation and asymptotic inference in the first order AR-ARCH model |
27.06.2007 |
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Sébastian Laurent Université Notre-Dame de la Paix, Namur Testing for dynamics in the conditional asymmetry: a residual based approach |
25.06.2007 |
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Giampiero Gallo Università di Firenze Vector Multiplicative Error Models: Representation and Inference |
18.06.2007 |
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Luc Bauwens Université Catholique de Louvain A component GARCH model with time-varying weights |
14.05.2007 |
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Jeffrey Russell University of Chicago Microstructure Noise, Realized Volatility and Option Pricing |
23.04.2007 |