Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

10.12.2016. Ya Qian, IRTG PhD student, was invited to Singapore Management University (SMU) for a research visit from May to July 2017

01.12.2016. Sergey Nasekin, IRTG PhD student, received an offer from Lancaster  University (UK) and decided to continue his academic career at the Lancaster University. Congratulations!

21.10.2016 – 22.10.2016. The IRTG doctoral student Awdesch Melzer attended the PhD Seminar Seminar of the HypoVereinsbank-UniCredit Group-Stiftungsfonds in memoriam Giovanna Crivelli in Leipzig, Germany. Awdesch Melzer presented his paper “Pricing Green Financial Products”.

13.10.2016 – 15.10.2016. The IRTG organized its annual workshop "Rumble in the Jungle" for its doctoral students, invited guests and its participating faculty in Grünheide, Germany. The students were provided with an opportunity to talk about their current research, Awdesch Melzer, for instance, presented his paper “Pricing Green Financial Products”.

31.08.2016. PhD student Niels Wesselhöfft has just finished his six-month internship in the Asset and Wealth Management Department of Deutsche Bank. Congratulations!

20.07.2016. The paper “Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach” by Brenda López Cabrera and Franziska Schulz was accepted to the Journal of the American Statistical Association.

11.07.2016. PhD student Franziska Schulz will leave today for a research stay at Princeton University, USA.

11.07.2016. Andrija Mihoci, former IRTG Postdoctoral Researcher, has organized a workshop in BTU Cottbus-Senftenberg on "Quantitative Methods in Economics" on 10.-11.07.2016 and invited IRTG members to present their research results.

24.06.2016. Thijs Benschop und Awdesch Melzer, two IRTG students, attended the Energy and Commodity Finance Conference in Paris. Thijs presented his paper on “Modeling and forecasting of realized volatility of CO2 emission futures contracts” and Awdesch presented his paper on “Wind Energy Risk Modelling”.

19.06.2016. Lenka Zboňáková, IRTG PhD student, visited the “WISE-CASE Workshop on Digital Economy and Decision Analytics” in Xiamen from 18.-19.06.2016 and presented her work on “Time Varying Lasso”.

04.06.2016. Thijs Benschop attended the Commodity Markets Conference in Hannover, Germany and presented his work on “Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models”.

02.06.2016. Sebastian Holtz, PhD student, presented his work on ”Parametric covariation from noisy observations: efficiency, equivalence and estimation” at Dynstoch 2016 in Rennes, France.

01.05.2016. Lenka Zboňáková, IRTG PhD student, is currently on a research stay at  CASE in  Xiamen, China. She will be working on "Time Varying Lasso" from 10.04.2016 until 30.06.2016.

23.04.2016. PhD student Simon Trimborn was invited for his second research stray at the Singapore Management University, Singapore in August. Congratulations!

22.04.2016. The IRTG doctoral students Thijs Benschop, Shi Chen and Awdesch Melzer
attended the Energy Finance Workshop 2016 in Stolberg, Germany. Thijs Benschop presented his paper on “Modeling and forecasting of realized volatility of CO2 emission futures contracts”, Awdesch Melzer presented his project “Wind Energy risk Modelling”.

11.02. 2016. The paper “TENET - Tail Event driven NETwork risk” by Wolfgang Härdle, Weining Wang and Lining Yu was accepted to the Journal of Econometrics.

30.01.2016. In this year’s Haindorf seminar, speakers from Cambridge University (UK) and the University of Szczecin (PL) presented their newest research findings. The winter landscape did not only set up a good atmosphere, but also led to some ski rides.

03.01.2016. Sergey Nasekin, IRTG PhD student, was invited to the University of Pennsylvania, USA for a two-month research stay from March to May 2016. 

15.01.2016. PhD student Sergey Nasekin was invited to visit Princeton University, USA for a two-week research stay from the End of February to the beginning of March.