Distinguished Lecture Series 2007
Nonparametric and Semiparametric Models, Methods and Applications in Finance
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Oliver Linton
London School of Economics
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January 25 - 26, 2007
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Location
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Humboldt-Universität zu Berlin
Hauptgebäude
Senatssaal
Unter den Linden 6
D-10117 Berlin
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Topics and Schedule
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Thursday, January 25, 2007 |
08:50 - 09:00
09:00 - 10:00
10:30 - 11:30
11:30 - 13:00
13:00 - 14:00
14:30 - 15:30
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Greetings
Discrete Time Models I
Discrete Time Models II
Lunch
Discrete Time Volatility Measures
Continuous Time Models I
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Friday, January 26, 2007 |
09:00 - 10:00
10:30 - 11:30
11:30 - 13:00
13:00 - 14:00
14:30 - 15:30
17:30 -
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Continuous Time Models II
Continuous Time Volatility Measures
Lunch
Value at Risk, Tail Modelling and Estimation
Stochastic Dominance
Farewell Dinner
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Review Paper
Download the review paper related to the topics.
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Slides
Slides are available for download.
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Enrollment |
We ask anyone wishing to participate to detach the reservation part
from the
leaflet
and send it to us by fax. The participation is free for members of
academic institutions. For non-members of academic institutions there is an enrollment fee of EUR 300,-.
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CASE - Center for Applied Statistics and Economics
Humboldt-Universität zu Berlin
Wirtschaftswissenschaftliche Fakultät
Spandauer Str. 1
10178 Berlin
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Tel: +49(0)30-2093-5630
Fax: +49(0)30-2093-5649
stat@wiwi.hu-berlin.de
list of participants--->
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