RFE: Conference Listings
This service is a joint project of RFE and EconBiz.
CASE - Center for Applied Statistics and Economics, Humboldt-Universit?_t zu Berlin;Bendheim Center for Finance at Princeton University
- October 28-29, 2011
- Humboldt - Princeton Conference "Risk Patterns in Economics, Statistics, Finance and Medicine"
- Berlin, Germany
- Conference schedule:- Efficient Volatility and Covariation Estimation under Microstructure Noise- Locally Adjusted Multiplicative Error Models for Intraday Micro Forecasts- Quantifying Time-Varying Marginal Systemic Risk Contributions- Convex Order of Discrete Realized Variance and Applications to Options on Variance- From Smile Asymptotics to Market Risk Measures- Pricing Chinese Rain: A Multi-Site Multi-Period Equillibrium Model- Systems of Forward-Backward SDE and Risk Control- Chasing Criminals with the Lasso: Graphical Models and Sex-related Homicides- Structural Modeling of Electricity Spot Prices- Robust Hedging of Financial Risk- Neural Processing of Risk- Nonlinear Filters For Hidden Markov Models Of Regime Change With Fast Mean-Reverting States - High Dimensional Covariance Matrix Estimation in Approximate Factor Model[gem?_?? den Informationen des Anbieters - according to site editor's information]
- JEL Code: