Humboldt-Universität zu Berlin
-
High Dimensional Nonstationary Time Series
Workshop: A. Petukhina in Singaporehttps://www.wiwi.hu-berlin.de/de/forschung/irtg/general-information-rtg/news-folder/news-2015/workshop-a-petukhina-in-singaporehttps://www.wiwi.hu-berlin.de/@@site-logo/og_logo.png
16.03.2015. Alla Petukhina presented her paper on “Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets” at the TEDRIS - Tail Event Driven RIsk Structures Workshop in Singapore.
