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CASE - Center for Applied Statistics and Economics, Humboldt-Universit?_t zu Berlin; Bendheim Center for Finance at Princeton University

Dates:
October 28-29, 2011
Description:
Humboldt - Princeton Conference "Risk Patterns in Economics, Statistics, Finance and Medicine"
Location:
Berlin, Germany
Subject:
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]
Notes:
JEL Code:
D
Sponsor:
URL:
http://www.case.hu-berlin.de/events/events/Archive/events/Archive/HU-Princeton2011

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