Econometrics, Statistics and Empirical Economics

Zeit und Ort:

Donnerstags, 11.00 Uhr - 12.00 Uhr im Raum 312.

Koordination:

Dipl.-Volkswirtin Kerstin Kehrle

Terminplanung

08.11.07Ramona Maier: Modellierung von abhängigen Risiken
15.11.07Daniel Simon: Measuring Intraday Stock Market Liquidity - An Econometric Analysis for the Toronto Stock Exchange
22.11.07Luis Huergo: TBA
29.11.07Frowin Schulz: Fällt aus!
07.02.08Michael Merz: Measuring the uncertainty of the claims development result
21.02.0814:00 Christian Dick: An Econometric Analysis of the Pre-Trade Transparency in the NYSE Hybrid Market
03.04.08Markus Niedergesäss: Estimating and Forecasting the Term Structure of European Government Bonds: A Parsimonious Approach using the Nelson and Siegel Framework
29.05.08Markus Weiss: DCC multivariate GARCH
models and their application in Finance
19.06.08Michael Merz: entfällt!
25.09.08Franziska Julia Peter: International Price Discovery in the Presence of Microstructure Effects
4.12.08Stephan Jank: Sturm und Drang in Money Market Funds: When Money Market Funds Cease to Be Narrow
5.12.08Thomas Dimpfl: The Impact of US News on
the German Stock Market - An Event Study Analysis