Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Session Overview
SF1: Statistics in Finance I
Wednesday, 20/Mar/2019:
1:30pm - 2:50pm

Session Chair: Markus Bibinger
Location: E 004
Verfügbar: Di-Fr, je 7-23 Uhr Plätze: 191 Technikausstattung: BE, DIA, DVD, MF, MP, V Bestuhlung: fest Grüne Tafel: ja

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1:30pm - 2:10pm

How do market participants contribute to market quality? A statistical approach

Mathieu Rosenbaum

Ecole Polytechnique, France

2:10pm - 2:30pm

Measuring risks in a network of light-tailed financial objects

Claudia Klüppelberg1, Miriam Isabel Seifert2

1Technical University of Munich, Germany; 2Ruhr University Bochum, Germany

2:30pm - 2:50pm

Factor State-Space Models for High-Dimensional Realized Covariance Matrices of Asset Returns

Bastian Gribisch, Jan Patrick Hartkopf, Roman Liesenfeld

University of Cologne, Germany

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