Joint Workshop

Humboldt-Universität zu Berlin and Faculty of Economics, Rijeka

"Märkische Schweiz Summer School on Statistics
in Finance and Insurance"

29-30 May 2012



Tuesday, 29 May 2012 Wednesday, 30 May 2012
12:00-13:30 Lunch
1st session 3rd session
13:30-14:00 Wolfgang K. Härdle 09:00-09:30 Piotr Majer
14:00-14:30 Saša Žiković 09:30-10:00 Danijel Krizmanić
14:30-15:00 Maria Grith 10:00-10:30 Ostap Okhrin
15:00-15:30 Dean Učkar 10:30 Break/Lunch
15:30-16:00 Coffee break
2nd session
16:00-16:30 Weining Wang
16:30-17:00 Manuel Benazić
17:00-17:30 Andrija Mihoci
19:00 Dinner


Humboldt-Universität zu Berlin (Faculty of Economics - Chair of Statistics)
Wolfgang K. Härdle Sonderforschungsbereich 649: Ökonomisches Risiko/Economic Risk
Ostap Okhrin Realized Copula
Maria Grith Cross Country Evidence for the EPK Puzzle
Weining Wang Tying the Straps Tighter for Generalized Linear Models
Piotr Majer Inflation Expectation and Risk Premia from Nominal and Real Bond Yields
Andrija Mihoci Local Adaptive Multiplicative Error Models for High-Frequency Forecasts

University of Rijeka (Faculty of Economics and Department of Mathematics)
Saša Žiković Decay Factor Optimisation in Time Weighted (BRW) Simulation - VaR Performance
Danijel Krizmanić Functional Limit Theorems

University of Pula (Department of Economics and Tourism)
Dean Učkar Asset Prices Channel of Monetary Transmission in the Republic of Croatia
Manuel Benazić The Cost of Funds and Pricing Loans of Croatian Banks: Evidence from a Vector Error Correction Model

Organisation and Contact Information

Prof. Dr. Ostap Okhrin
Andrija Mihoci, M. Sc.

Humboldt-Universität zu Berlin
C.A.S.E. - Center for Applied Statistics and Economics
School of Business and Economics
Spandauer Str. 1
D-10178 Berlin

Tel.: +49 (0)30 2093-5625 and +49 (0)30 2093-5623
Fax: +49 (0)30 2093-5649

E-Mail: and