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Deutsche Forschungsgemeinschaft
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all former guests


::: all former guests at the CRC 649

Guests of the CRC 649
Guest Researcher Program for young researchers

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::: 2012 (190 guests)

Baruník, Jozef (26.07.2017 - 30.07.2017)
Research Guest
Charles University, Prag
Contact:  
Interests: Financial Economics; Econometrics.
 
Lun-kang, Liu (15.07.2017 - 20.08.2017)
Research Guest
National Sun Yat-sen University, Taiwan
Contact:  
Interests: Copula Model, Machine Learning, Crypto Currency
 
Chen, Shu-Ling (01.12.2016 - 15.07.2017)
prof
National Taipei University
Contact:  
Interests: Financial Economics, Agricultural Insurance, Catastrophe Risk Management
 
Vikström, Johan (28.11.2016 - 28.11.2016)
Institute for Evaluation of Labour Market and Education Policy -IFAU
Contact:  
Interests: Long-run effects of active labor market policy programs
 
Rieber, Alexander (21.11.2016 - 02.12.2016)
phdstudent
Ulm University
Contact:  
Interests: Beeinflussen verzerrte Wahrnehmung von Analysten und Talentschwund die Qualität von Kreditratings?
 
Xie, Taojun (11.11.2016 - 20.11.2016)
postdoc
Singapore Management University
Contact:  
Interests: Real Estate Evaluations in Singapore: How does the Market React to Cooling Measures?
 
Lee, Cheng-Few (13.10.2016 - 18.10.2016)
Research Guest
Rutgers University, Piscataway (US)
Contact:  
Interests: Risk Management Series: Methods and Empirical Evidence
 
Golubeva, Evgenia (04.10.2016 - 10.10.2016)
Research Guest
University of Oklahoma (US)
Contact:  
Interests: Derivatives Usage in the Gold Mining Industry
 
Zhu, Leo Jun (20.08.2016 - 21.08.2017)
Research Guest
Nanjing University of Finance and Economics (CN)
Contact:  
Interests: DSGE and Bayesian Methods, Dynamic Fiscal Policy, Chinese Economy
 
Lee, Han-Hsing (21.07.2016 - 03.08.2016)
Research Guest
National Chiao Tung University (TW)
Contact:  
Interests: Credit risk, empirical asset pricing
 
Chen, Haiqiang (19.07.2016 - 19.08.2016)
Research Guest
Xiamen University (CN)
Contact:  
Interests: Nonlinier non-stationary time series; Financial econometrics; Empirical finance
 
Li, Yingxing (19.07.2016 - 19.08.2016)
Research Guest
Xiamen University (CN)
Contact:  
Interests: Non-parametric functional data analysis; Dimension reduction
 
Cheng, Tsung-Chi (18.07.2016 - 26.07.2016)
Research Guest
National Chengchi University (TW)
Contact:  
Interests: Robust diagnostics, incomplete data analysis, categorical data analysis
 
Symanzik, Jürgen (07.07.2016 - 21.07.2016)
Research Guest
Utah State University (US)
Contact:  
Interests: Interactive and Dynamic Statistical Graphics
 
Oh, Hee-Seok (04.07.2016 - 10.07.2016)
Research Guest
Seoul National University (KR)
Contact:  
Interests: Data-adaptive PCA and its related topics
 
Linton, Marco (01.07.2016 - 15.11.2016)
Research Guest
York University (GB)
Contact:  
Interests: Machine Learning and Applications, Natural Language Processing, Text Mining
 
Chen, Xiaoyu (01.07.2016 - 31.08.2016)
Research Guest
Fudan University (CN)
Contact:  
Interests: MATLAB
 
Chen, Dengke (01.07.2016 - 31.08.2016)
Research Guest
Fudan University (CN)
Contact:  
Interests: Applied Econometrics, Chinese Economy
 
Ji, Xiaohao (01.07.2016 - 31.08.2016)
Research Guest
Fudan University (CN)
Contact:  
Interests: MATLAB / R
 
Chen, Shiyi (01.07.2016 - 15.09.2016)
Research Guest
Fudan University (CN)
Contact:  
Interests: Air pollution reduction, related health problem, and economic sustainable development
 
Tam, Pui Sun Priscilla (30.06.2016 - 31.07.2016)
Research Guest
University of Macau (CN)
Contact:  
Interests: Macroeconomic uncertainty and stock valuation
 
Zu, Yang (27.06.2016 - 27.06.2016)
Lecturer
City University London (GB)
Contact:  
Interests: Testing rational bubbles with high-frequency financial data
 
Weidner, Martin (06.06.2016 - 07.06.2016)
Lecturer
University College London (GB)
Contact:  
Interests: Panel Quantile Effects via Distribution Regression
 
Lu, Jin (03.06.2016 - 30.08.2016)
Research Guest
University of Shanghai for Science and Technology (CN)
Contact:  
Interests: Dependence modelling in financial markets, Financial risk management
 
Tripathi, Gautam (30.05.2016 - 31.05.2016)
Lecturer
University of Luxembourg (LU)
Contact:  
Interests: Integrated Likelihood based Inference for nonlinear panel data models with unobserved effects
 
Yao, Qiwei (17.05.2016 - 20.05.2016)
Research Guest
London School of Economics (GB)
Contact:  
Interests: Time series analysis; dynamical network modelling; financial econometrics; nonparametric regression
 
Zhang, Jiejie (10.05.2016 - 06.06.2016)
Research Guest
National University of Singapore (SG)
Contact:  
Interests: Functional Data Analysis; Electricity Price Forecasting; fMRI Data
 
Xu, Xiaofei (10.05.2016 - 06.06.2016)
Research Guest
National University of Singapore (SG)
Contact:  
Interests: Financial Time Series; Adaptive Approach; Change point detect in covariance/correlation matrix
 
Chua, Wee Song (10.05.2016 - 06.06.2016)
Research Guest
National University of Singapore (SG)
Contact:  
Interests: Functional Data Analysis; High-frequency Time Series Analysis; LOB Data
 
Zhu, Xuening (15.04.2016 - 14.05.2016)
Research Guest
Peking University (CN)
Contact:  
Interests: Network Modelling / Network Dynamics
 
Karahanoglu, Ilhami (05.04.2016 - 28.02.2017)
Research Guest
Development Bank of Turkey (TR)
Contact:  
Interests: Copula Based Models for Financial Time Series Including the Credit and Market Risk - Portfolio VaR
 
Yamamoto, Yoshiro (04.04.2016 - 15.09.2016)
Research Guest
Tokai University (JP)
Contact:  
Interests: Computational statistics (data visualisation, data analysis system, statistical education)
 
Liebl, Dominik (17.02.2016 - 19.02.2016)
Research Guest
Universität Bonn
Contact:   Website
Interests: applied statistics, nonparametric and semiparametric statistics, functional data analysis
 
Ni, Xinwen (29.01.2016 - 01.07.2016)
Research Guest
Singapore Management University (SG)
Contact:  
Interests: Tail Event Driven Asset Allocation
 
Fan, Qingliang (10.01.2016 - 10.02.2016)
Research Guest
Xiamen University (CN)
Contact:  
Interests: High dimensional econometrics, microeconometrics, applied econometrics and statistics
 
Nenov, Plamen (24.11.2015 - 25.11.2015)
Presentation
BI Norwegian Business School (NO)
Contact:  
Interests: Financial Market Imperfections and the Pricing Decision of Firms: Theory and Evidence
 
Song, Qiongxia (15.11.2015 - 29.11.2015)
Presentation
University of Texas (US)
Contact:  
Interests: Statistical methodologies and applications of functional time series
 
Hanna, Rema N. (07.11.2015 - 11.11.2015)
Presentation
John F. Kennedy School of Government (US)
Contact:  
Interests: The Power of Transparency: Information, Identification Cards and Food Subsidy Programs in Indonesia
 
Müller, Steffen (03.11.2015 - 03.11.2015)
Presentation
Leibnitz-Institut für Wirtschaftsforschung Halle
Contact:  
Interests: Job Displacement from Young and Small Plants
 
Olsen, Richard (02.11.2015 - 02.11.2015)
Presentation
A Road-map of Digital Finance
Contact:  
Interests:
 
Niu, Linlin (01.11.2015 - 15.01.2016)
Research Guest
Xiamen University (CN)
Contact:  
Interests: Macro-finance, Applied econometrics, International economics
 
Tsybakov, Alexandre (29.10.2015 - 30.10.2015)
Presentation
Center for Research in Economics and Statistics (FR)
Contact:  
Interests: Nonparametric estimation, high-dimensional inference and sparsity, learning theory, statistics of in
 
Fermanian, Jean-David (26.10.2015 - 30.10.2015)
Presentation
Center for Research in Economics and Statistics (FR)
Contact:  
Interests: Financial econometrics, dependence modelling, risk management, credit derivatives
 
Linton, Oliver (22.10.2015 - 29.10.2015)
Presentation
University of Cambridge (UK)
Contact:  
Interests: Financial Econometrics
 
Feijó, Ricardo (02.09.2015 - 29.02.2016)
Research Guest
University of São Paulo (BR)
Contact:  
Interests: Numerical simulations on the dynamics and Stochastic General Equilibrium Approach: an exercise in MATLAB program.
 
Chen, Yi-Hsuan Cathy (01.08.2015 - 30.09.2016)
Research Guest
Chung-Hua University (TW)
Contact:   Website
Interests: The integration of credit default swaps markets
 
Filipkov, Yuriy (01.08.2015 - 31.05.2016)
Research Guest
Odessa I.I. Mechnikov National University (UA)
Contact:  
Interests: Management of scientific research and education and its societal modeling, financing and practical implementation of research and development
 
Fan, Cuihong (18.07.2015 - 22.08.2015)
Research Guest
Shanghai University of Finance and Economics (CN)
Contact:  
Interests: Horizontal mergers, Horizontal mergers, microeconomics, industrial organization and auctions
 
Krämer, Walter (06.07.2015 - 06.07.2015)
Presentation
TUD
Contact:  
Interests: On rating the raters. How to compare probability forecasters
 
Wellmann, Dennis (01.07.2015 - 22.07.2015)
Research Guest
Macauarie University (AU)
Contact:  
Interests: Factors of the Term Structure of Sovereign Yield Spreads
 
Ko, Jong-Hwan (01.07.2015 - 31.08.2015)
Research Guest
Pukyong National University (KR)
Contact:  
Interests: A Dynamic Stochastic General Equilibrium Model with Multi-Countries and Multi-Sectors
 
Trabs, Mathias (29.06.2015 - 10.07.2015)
Université Paris-Dauphine
Contact:  
Interests: Low-rank volatility estimation for high-dimensional Lévy processes and low frequency observations
 
Schulz, Rainer (21.06.2015 - 30.06.2015)
Presentation
University of Aberdeen Business School (UK)
Contact:  
Interests: Performance of Mutual Sector Funds
 
Chen, Ying (01.06.2015 - 31.07.2015)
Research Guest
National University of Singapore (SG)
Contact:  
Interests: Financial statistics and risk management; non-stationary time series analysis
 
Simoni, Anna (01.06.2015 - 01.06.2015)
Presentation
Center for Research in Economics and Statistics (FR)
Contact:  
Interests: Gaussian processes and Bayesian moment estimation
 
Teo, Ernie (25.05.2015 - 14.06.2015)
Research Guest
Singapore Management University (SG)
Contact:  
Interests: Applied microeconomics and game theory, financial technology, cryptocurrencies, industrial organizat
 
Armstrong, Timothy B. (25.05.2015 - 29.05.2015)
Presentation
Yale University (US)
Contact:  
Interests: Econometric Theory, Applied Econometrics, Industrial Organization
 
Kummer, Michael (18.05.2015 - 18.05.2015)
Presentation
Centre for European Economic Research (DE)
Contact:  
Interests: Spillovers in Networks of User Generated Content
 
Lu, Henry Horng-Shing (16.05.2015 - 25.05.2015)
Research Guest
National Chiao Tung University (TW)
Contact:  
Interests: Scientific computing, Image science, Bioinformatics
 
Stillman, Steven (10.05.2015 - 13.05.2015)
Presentation
University of Otago (NZ)
Contact:  
Interests: Profits, Productivity, Competition and the Gender Wage Gap: Evidence from Longitudinal Linked Employ
 
Canova, Fabio (05.05.2015 - 06.05.2015)
Presentation
European University Institute Florenz (IT)
Contact:  
Interests: "Approximating time varying structural models with time invariant structures"
 
Dunkert, Fabian (29.04.2015 - 29.04.2015)
Presentation
Ruhr-Universität Bochum
Contact:  
Interests: Nonparametric Identification of Endogenous and Heterogeneous Discrete Choice Models
 
Böhm, Michael (21.04.2015 - 22.04.2015)
Presentation
Universität Bonn
Contact:  
Interests: The Price of Polarization: Estimating Task Prices under Routine-Biased
 
Bonev, Petyo (17.04.2015 - 21.04.2015)
Presentation
MINES ParisTech (FR)
Contact:  
Interests: Separable unobserved heterogeneity in duration models: testing and generalisations
 
Schienle, Melanie (04.02.2015 - 06.02.2015)
Presentation
Leibniz Universität Hannover (DE)
Contact:  
Interests: Non- and Semiparametric Methods for Euler Equations
 
Orso, Samuel (01.02.2015 - 03.02.2015)
Presentation
University of Geneva (CH)
Contact:  
Interests: Bounded-influence robust estimation of copulas
 
Park, Juhyun (26.01.2015 - 31.01.2015)
Research Guest
Lancaster University (GB)
Contact:  
Interests: Nonparametric regression and functional data analysis, Dynamic modelling of multi-dimensional curves, Heavy tailed time series and extremes
 
Yao, Qiwei (26.01.2015 - 31.01.2015)
Research Guest
London School of Economics and Political Sciences (GB)
Contact:  
Interests: Modelling high-dimensional time series
 
Lu, Meng-Jou (15.01.2015 - 14.02.2015)
Research Guest
National Chiao Tung University (TW)
Contact:  
Interests: Risk management, quantitative finance, derivatives
 
Ma, Shujie (15.12.2014 - 30.12.2014)
Research Guest
University of California, Riverside (US)
Contact:  
Interests: Pricing Kernel Modelling
 
Mai Tran, Ngoc (09.12.2014 - 24.12.2014)
Research Guest
UC Berkeley (US)
Contact:  
Interests: Methods and Challenges in Financial Risk Measurement - Check
 
Liao, Yin (07.12.2014 - 12.12.2014)
Research Guest
Queensland University of Technology (AU)
Contact:  
Interests: Financial Network Risk Modelling
 
He, Qiang (04.12.2014 - 17.12.2014)
Research Guest
National University of Singapore (SG)
Contact:  
Interests: Manifold Functional Principal Component Analysis with Application to Neuroeconomics
 
Chetverikov, Denis (01.12.2014 - 04.12.2014)
Presentation
UCLA (US)
Contact:  
Interests: Nonparametric instrumental variable estimation under monotonicity
 
Wagner, Martin (26.11.2014 - 26.11.2014)
Presentation
TUD
Contact:  
Interests: Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions
 
Akdeniz Duran, Esra (21.11.2014 - 26.11.2014)
Presentation
Istanbul Medeniyet University (TR)
Contact:  
Interests: Efficient estimation for partially linear models
 
Kong, Efang (04.11.2014 - 06.11.2014)
Presentation
University of Kent (GB)
Contact:  
Interests: Methods of dimension reduction
 
Yun-Cheng, Tsai (01.11.2014 - 16.02.2015)
Research Guest
National Taiwan University (TW)
Contact:  
Interests: Risk management, derivative pricing, high-frequency trading data analysis, computational finance
 
Redding, Stephen James (19.10.2014 - 22.10.2014)
Presentation
Princeton University (US)
Contact:  
Interests: Inequality and Trade
 
Song, Peter (25.09.2014 - 28.09.2014)
Presentation
University of Michigan (US)
Contact:   Website
Interests: Composite Likelihood Method, Copula, Generalized Linear Models, Longitudinal Data Analysis, Missing Data, Statistical Computing, Spatial/Spatio-temporal Data Analysis, Time Series Analysis.
 
Duan, Jin-Chuan (22.09.2014 - 08.11.2014)
Research Guest
National University of Singapore (SG)
Contact:  
Interests: Risk management, derivatives pricing and financial econometrics
 
Wang, Ben (19.09.2014 - 10.10.2014)
Research Guest
Macquaire University (AU)
Contact:  
Interests: Business cycle, monetary policy, DSGE models and Mix-frequency state-space models
 
Paulus, Michael (01.09.2014 - 31.01.2015)
Research Guest
Charles University in Prague (CZ)
Contact:  
Interests: International trade with specific concern about gravity models and role of institutions (e.g. corruption) in international trade, fiscal policies and macroeconomics, philosophy of economics
 
Zhang, Junni (24.08.2014 - 27.08.2014)
Presentation
Peking University
Guanghua School of Management (CN)
Contact:  
Interests: Improved Modeling of Daily Box Office Revenue with Text Mining of Movie Reviews
 
Kuan, Chung-Ming (19.08.2014 - 29.08.2014)
Research Guest
National Taiwan University (TW)
Contact:  
Interests: Central dominance of risks, Predicting default risks, Multiple inequalities testing, factor models
 
Fang, Ying (01.08.2014 - 15.09.2014)
Research Guest
Xiamen University (CN)
Contact:  
Interests: Panel data, nonparametric and semiparametric econometrics and instrumental variables theory
 
Jeong, Kiho (01.08.2014 - 30.09.2014)
Research Guest
Kyungpook National University (KP)
Contact:  
Interests: Nonparametric and semiparametric econometrics/tests
 
Cheng, Tsung-Chi (09.07.2014 - 18.07.2014)
Research Guest
National Chengchi University (TW)
Contact:  
Interests: Robust diagnostics, incomplete data analysis, categorical data analysis
 
Lin, Jin-Lung (08.07.2014 - 19.07.2014)
Research Guest
National Dong Hwa University (TW)
Contact:  
Interests: Credit risk modeling, extreme value analysis, time sereis modling of daily data, forecasting, season
 
Poschke, Markus (08.07.2014 - 09.07.2014)
Presentation
McGill University, (CAN)
Contact:  
Interests: Macroeconomics, growth theory, firm dynamics, entrepreneurship, structural change
 
van de Geer, Sara (01.07.2014 - 02.07.2014)
Presentation
Swiss Federal Institute of Technology (CH)
Contact:  
Interests: Adaptive estimation, classification, empirical processes, high-dimensional data, lasso, M-estimators
 
Berg, Tobias (30.06.2014 - 01.07.2014)
Presentation
Bonn University (DE)
Contact:  
Interests: Financial Intermediation, Risk Management, Organizational Design
 
Mackowiak, Bartosz (17.06.2014 - 18.06.2014)
Presentation
European Central Bank (DE)
Contact:  
Interests: Rational inattention and business cycles
 
Basta, Milan (16.06.2014 - 27.06.2014)
Research Guest
University of Economics, Prague (CZ)
Contact:  
Interests: Wavelet methods of time series analysis
 
Kokoszka, Piotr (16.06.2014 - 27.06.2014)
Presentation
Colorado State University (USA)
Contact:  
Interests: Functional data analysis, Time series and spatial statistics, Applications to financial econometrics
 
Yuh-Jye, Lee (15.06.2014 - 18.06.2014)
Presentation
National Taiwan University of Science and Technolog (TW)
Contact:  
Interests: Optimization theory, network and information security, machine learning, data mining, big data
 
Chang, Yoosoon (10.06.2014 - 15.06.2014)
Presentation
Indiana University (USA)
Contact:  
Interests: Time Series, Panel Data Econometrics and their Applications in Macroeconomics and Finance
 
Horowitz, Joel L. (09.06.2014 - 14.06.2014)
Presentation
Northwestern University, Illinois (US)
Contact:  
Interests: Theoretical and applied econometrics
 
Kristensen, Dennis (04.06.2014 - 05.06.2014)
Presentation
University College London (GB)
Contact:  
Interests: Quantitative Finance, Applied Microeconomics, Econometric Theory, and Financial Econometrics
 
Parey, Matthias (03.06.2014 - 05.06.2014)
Presentation
University of Essex (GB)
Contact:  
Interests: The Selection of High-skilled Migrants
 
Chen, Yi-Hsuan (01.06.2014 - 16.07.2014)
Research Guest
Chung Hua University (CN)
Contact:  
Interests: The integration of credit default swaps markets
 
Guo, Mengmeng (01.06.2014 - 31.07.2014)
Research Guest
Southwestern University of Finance and Economics (CN)
Contact:  
Interests: Quantile and expectile regressions, nonparametric and semiparametric analysis, extreme weather events analysis.
 
Hitzemann, Steffen (26.05.2014 - 28.05.2014)
Presentation
Karlsruher Institut für Technologie (DE)
Contact:  
Interests: Commodities, Environmental Finance, Derivatives Pricing, Market Microstructure
 
Jaccard, Ivan (20.05.2014 - 21.05.2014)
Presentation
European Central Bank (DE)
Contact:  
Interests: Asset pricing, housing markets, monetary and fiscal policyhocks in a Two-Country Business Cycle Mode
 
Glasserman, Paul (18.05.2014 - 23.05.2014)
Presentation
Columbia Business School (USA)
Contact:  
Interests: Risk management, the pricing of derivative securities, Monte Carlo simulation, statistics
 
Launov, Andrey (13.05.2014 - 14.05.2014)
Presentation
Universität Mainz
Contact:  
Interests: Applied Econometrics and Labour Economics
 
Rodriguez-Poo, Juan Manuel (13.05.2014 - 17.05.2014)
Presentation
Unversidad de Cantabria (ES)
Contact:  
Interests: Nonparametric Estimation of Fixed Effects Panel Data Varying Coefficient Models
 
Milunovich, George (13.05.2014 - 17.07.2014)
Research Guest
Macquarie University (AU)
Contact:  
Interests: Modeling time varying volatilities and correlations with applications to portfolio management and risk measurement, financial crisis contagion processes and real estate markets, identification and estimation of structural models
 
Lindenlaub, Ilse (12.05.2014 - 14.05.2014)
Presentation
European University Institute
Contact:  
Interests: Sorting Mulitdimensional Types: Theory and Application
 
Wu, Wei Biao (10.05.2014 - 16.05.2014)
Guest
University of Chicago
Contact:  
Interests:
 
Vieu, Philippe (22.04.2014 - 23.04.2014)
Professor
Université Paul Sabatier Toulouse III
Contact:  
Interests: Mathematisches Seminar
 
Pele, Daniel (12.04.2014 - 13.05.2014)
Guest
Bucharest University of Economic Studies
Contact:  
Interests: Statistics of financial markets, entropy, stock market crashes, SAS programming.
 
Tan, Frank (11.04.2014 - 28.02.2015)
Research Guest
University College Dublin (IR)
Contact:  
Interests: Co-movements of idiosyncratic volatilities in G7 countries
 
Miroshnychenko, Ivan (01.11.2013 - 31.12.2013)
Phd Candidate
WZB
Contact:  
Interests: The complementarity between corporate governance and corporate sustainability
 
Wang, Ben Zhe (07.10.2013 - 12.10.2013)
Dr.
Macquarie University
Contact:  
Interests: Systemic risk indicators
 
Zikovic, Sasa (02.10.2013 - 16.10.2013)
Prof.
University of Rijeka
Contact:  
Interests: Multicriteria semiparametric classification of VaR and ES models
 
Walther, Ursula (19.09.2013 - 19.12.2013)
Prof.
HWR
Contact:  
Interests: Timing Success Explained - The Fallacy of Beating Even Efficient Markets
 
Weil, Richard (16.09.2013 - 28.02.2014)
Researcher
HWR
Contact:  
Interests: The Return Performance to Merger Arbitrage in Germany
 
Crummenerl, Marc (19.08.2013 - 02.09.2013)
Ph.D. Student
University of Tübingen
Contact:  
Interests: The Risk of Low Volatility Stocks: A Theoretical Explanation for an Empirical Puzzle
 
Kretzmann, Christian (11.08.2013 - 16.08.2013)
prof
HHL
Contact:  
Interests: Management of Reported Cash Flows
 
Klotschko, Olga (08.08.2013 - 30.08.2013)
Student
European University Viadrina
Contact:  
Interests: Foreign IPOs in Singapore: Entry Costs and Signaling
 
Franke, Maximilian (05.08.2013 - 09.08.2013)
Ph.D. Student
Ulm University
Contact:  
Interests: Analysing and Predicting Extreme Performance
 
Panov, Maxim (01.08.2013 - 31.12.2013)
Researcher
Moscow Institute of Physics and Technology
Contact:  
Interests: Robust Filter for Hidden Makov Models
 
De Pretis, Francesco (01.08.2013 - 30.09.2013)
Ph.D. Student
University of Modena and Reggio Emilia, Italy
Contact:  
Interests: Evaluating risk in pricing binary options through harmony search algorithm
 
Schultz, Mario (16.07.2013 - 30.11.2013)
Student
Europa-Universität Viadrina
Contact:  
Interests: Implizite Kapitalkosten
 
Trueck, Stefan (15.07.2013 - 23.12.2013)
Prof.
Macquarie University
Contact:  
Interests: How Is Convenience Yield Risk Priced?
 
Chen, Cathy Yi-Hsuan (17.06.2013 - 10.07.2013)
Assistant Professor
Chung Hua University
Contact:  
Interests: Credit Risk and Derivative Pricing
 
Braun, Steffen (03.06.2013 - 03.09.2013)
Ph.D. Student
TU Darmstadt
Contact:  
Interests: Auditor switching among German listed firms – An empirical analysis of causes and consequences
 
Moench, Emanuel (03.06.2013 - 30.08.2013)
Prof.
Federal Reserve Bank of New York
Contact:  
Interests: Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability
 
Bierey, Martin (01.06.2013 - 01.12.2013)
Ph.D. Student
ESCP
Contact:  
Interests: Accounting Dissertation
 
Rostek, Stefan (23.05.2013 - 03.06.2013)
postdoc
University of Tuebingen
Contact:  
Interests: Estimating dependence parameters in financial time series for option pricing purposes
 
Wazynski, Tim (13.05.2013 - 31.07.2013)
Ph.D. Student
Universität Potsdam
Contact:  
Interests: Financial decisions of International Companies
 
Lim, Kian Guan (29.04.2013 - 03.05.2013)
Prof.
Singapore Management University
Contact:  
Interests: A Generalized Two-Moment Asset Pricing Model
 
Welchering, Sandra (18.04.2013 - 18.07.2013)
Ph.D. Student
TU München
Contact:  
Interests: Pension agressiveness of corporations and impact of social networks on corporations discretionary spending
 
Mai Tran, Ngoc (14.04.2013 - 29.04.2013)
PhD
UC Berkeley
Contact:  
Interests: Methods and Challenges in Financial Risk Measurement
 
Fang, Ying (10.04.2013 - 19.04.2013)
Prof.
Xiamen University
Contact:  
Interests: Econometrics, Applied Econometrics, Economy of China
 
Dai, Xianhua (18.03.2013 - 28.02.2014)
Guest Researcher
Wuhan Institute of Technology
Contact:  
Interests: Nonparametric Techniques in Economics
 
Pereira, João (18.03.2013 - 05.04.2013)
Research Fellow
University of Coimbra
Contact:  
Interests: Statistical basics and challenges in brain imaging
 
Korte, Josef (07.03.2013 - 17.08.2013)
Ph.D. Student
Goethe University Frankfurt
Contact:  
Interests: Sovereign risk correlations and banks
 
Pešta, Michal (01.03.2013 - 26.06.2013)
postdoc
Charles University in Prague
Contact:  
Interests: Research on Stochastic reserving methods in insurance and Errors-in-variables models
 
Demydyuk, Ganna (20.02.2013 - 20.07.2013)
Ph.D. Student
Leiden university NL
Contact:  
Interests: Usefullness of various metrics used for Financial forecast
 
Cui, Wei (19.02.2013 - 24.05.2013)
Ph.D. Student
Princeton University
Contact:  
Interests: Conducting Research on Inference for the NAIRU Curve
 
Arevilca Vasquez, Bismarck Javier (06.02.2013 - 31.07.2013)
Ph.D. Student
Università di Milano
Contact:  
Interests: Economic Growth, Balance of Payments and Structural Reforms in Bolivia. A cointegration analysis
 
Nuscheler, Daniela (24.01.2013 - 01.05.2013)
Student
ESCP
Contact:  
Interests: The value of sustainability
 
Rapp, Marc Steffen (09.01.2013 - 30.03.2013)
prof
Philipps-Universität Marburg
Contact:  
Interests: Incentives and Risk Taking in Banks
 
Biermann, Steffen (07.01.2013 - 31.12.2013)
Ph.D. Student
University Duisburg-Essen
Contact:  
Interests: The accuracy of corporate risk valuation with a capital market theory valid model
 
Seibert, Nicolas (04.01.2013 - 31.07.2013)
Ph.D. Student
Universität Potsdam
Contact:  
Interests: Treasury Management of International Companies
 
Staud, Christopher (03.01.2013 - 31.01.2013)
Student
Universität Bayreuth
Contact:  
Interests: Relevance of Dividends
 
Karaman Örsal, Deniz Dilan (10.12.2012 - 21.05.2013)
prof
Leuphana Universität Lüneburg
Contact:  
Interests: Likelihood-based panel cointegration testing and its applications in macroeconomics and financial market analysis
 
Ritov, Ya'acov (10.12.2012 - 10.01.2013)
Professor
The Hebrew University of Jerusalem
Contact:  
Interests: Methods and Challenges in Financial Risk Measurement
 
DeMiguel, Victor (19.11.2012 - 19.11.2012)
prof
London Business School
Contact:  
Interests: Practical portfolio optimization
 
Ahrens, Stefanie (19.11.2012 - 31.03.2013)
Ph.D. Student
TU München
Contact:  
Interests: PHD-Thesis on syndicated Loans
 
Gonzalez Perez, Maria Teresa (01.11.2012 - 30.11.2012)
prof
Colegio Universitario de Estudios Financieros (CUNEF) /Universidad Complutense de Madrid
Contact:  
Interests: The effect of market microstructure in the statistical properties of the VIX
 
Bauer, Christa (29.10.2012 - 29.11.2012)
Ph.D. Student
FU
Contact:  
Interests: Implied Cost of Capital
 
Peeraparp, Paiboon (23.10.2012 - 26.12.2012)
Ph.D. Student
Suranaree University of Technology
Contact:  
Interests: Option Pricing with Jump Processes
 
Lucas, Andre (22.10.2012 - 22.10.2012)
prof
VU University Amsterdam
Contact:  
Interests: seminar visit
 
Löw, Philipp (16.10.2012 - 19.10.2012)
Ph.D. Student
Georg-August-Universität Göttingen
Contact:  
Interests: conflicts of interest in financial analysts’ investment research
 
Diab, Fadi (01.10.2012 - 28.02.2013)
Master
Grenoble Graduate School of Business
Contact:  
Interests: Financial structure of German companies in the aftermath of the financial crisis. A critical analysis from an international perspective"
 
Urban, Daniel (19.09.2012 - 21.09.2012)
Ph.D. Student
Technische Universität München
Contact:  
Interests: The Value of Financial Flexibility and Corporate Policies
 
Ahlberg, Thomas (19.09.2012 - 04.11.2012)
Guest Researcher
HWR
Contact:  
Interests: Performance Indicators of M&A
 
Herrera, Rodrigo (27.08.2012 - 21.09.2012)
Assistant Professor
Universidad de Talca
Contact:  
Interests: Advanced extremal models for Risk Modelling
 
Storti, Giuseppe (20.08.2012 - 16.09.2012)
Associate Professor
University of Salerno, Italy
Contact:  
Interests: Dynamic Models for Realized Covariance Matrices
 
Hlavka, Zdenek (14.08.2012 - 21.09.2012)
prof
HU
Contact:  
Interests: 2nd edition of Multivariate Statistics: Exercises and Solutions
 
Gould, Martin (07.08.2012 - 30.08.2012)
Ph.D. Student
The University of Oxford
Contact:  
Interests: Modelling Foreign Exchange Limit Order Books
 
Kalbitz, Nadine (30.07.2012 - 30.10.2012)
Ph.D. Student
Otto-von-Guericke-Universität Magdeburg
Contact:  
Interests: Deferred taxes and the creditworthiness of the firm
 
Dimler, Nick (18.07.2012 - 31.07.2012)
Ph.D. Student
Universität Potsdam
Contact:  
Interests: Anlagepraxis öffentlicher Versorgungsrücklagen deutscher Bundesländer und kapitalmarktfundierte Strategieentwicklung
 
Wagner, Heiko (09.07.2012 - 09.08.2012)
Ph.D. Student
Uni Bonn
Contact:  
Interests: 2nd order derivatives via fpca
 
Basta, Milan (02.07.2012 - 13.07.2012)
guest researcher
University of Economics, Prague
Contact:  
Interests: Wavelet methods of time series analysis
 
Teng, Huei-Wen (01.07.2012 - 22.07.2012)
Prof.
National Central University, Taiwan
Contact:   Website
Interests:
 
Chen, Cathy Yi-Hsuan (29.06.2012 - 04.08.2012)
Assistant Professor
Chung Hua University
Contact:  
Interests: Credit Risk and Derivative Pricing
 
Runge, Julian (26.06.2012 - 31.03.2013)
Guest
HU
Contact:  
Interests: Opportunity and necessity entrepreneurship
 
Yu, Kyusang (22.06.2012 - 22.09.2012)
Guest researcher with Melanie Schienle
Department of Applied Statistics, Konkuk University, Korea
Contact:  
Interests: Joint research on Nonparametric Regression with Stationary and Nonstationary Variables
 
Ma, Shujie (15.06.2012 - 19.07.2012)
Assistant Professor
University of California, Riverside
Contact:  
Interests: Simultaneous Variable Selection and Estimation in Semiparametric Model
 
Yang, Fuyu (12.06.2012 - 15.07.2012)
researcher
UNIVERSITY OF EAST ANGLIA
Contact:  
Interests: Searching for the Best Predictors for GDP Growth
 
Mai Tran, Ngoc (11.06.2012 - 20.07.2012)
PhD
UC Berkeley
Contact:  
Interests: Combinatorics and Statistics
 
Honda, Toshio (31.05.2012 - 29.06.2012)
Prof.
Graduate School of Economics, Hitotsubashi University, JAPAN
Contact:  
Interests: Research on quantile and non- and semi- parametric regression
 
Hollander, Hilke (23.05.2012 - 23.11.2012)
Ph.D. Student
University of Oldenburg
Contact:  
Interests: Asset Securitization, Credit Spreads and Bank Risk
 
Prokop, Joerg (07.05.2012 - 31.08.2012)
Researcher
University of Oldenburg
Contact:  
Interests: Credit Rating Agencies and Transnational Finance
 
Haenni, Vincent (23.04.2012 - 15.11.2012)
student
University of St. Gallen, Switzerland
Contact:  
Interests: MA thesis: "Why and how to trade dividends?"
 
Jaeschke, Reemda (01.04.2012 - 31.05.2012)
Ph.D. Student
Carl von Ossietzky University Oldenburg
Contact:  
Interests: “Corporate Environmental Disclosure – Determinants and Consequences: A British-German perspective”
 
Stephan, Andreas (21.03.2012 - 30.06.2012)
Guest researcher
Jönköping International Business School, Jönköping University
Contact:  
Interests: The impact of Private Equity on Firm Performance: A European Cross-Country Comparison
 
Erdogan, Burcu (19.03.2012 - 19.06.2012)
Dr.
Universität Trier
Contact:  
Interests: Puzzles in International Macroeconomics Revisited: Risk versus Ambiguity
 
Trenkler, Carsten (01.03.2012 - 31.03.2012)
Prof.
Universität Mannheim
Contact:  
Interests: Cointegration Tests
 
Hollander, Hilke (22.02.2012 - 22.05.2012)
Ph.D. Student
University of Oldenburg
Contact:  
Interests: Asset Securitization, Credit Spreads and Bank Risk
 
Honda, Toshio (06.02.2012 - 21.03.2012)
Professor
Graduate School of Economics, Hitotsubashi University, JAPAN
Contact:  
Interests: Research on quantile and nonparametric regression
 
Brodersen, Florian (30.01.2012 - 21.03.2012)
Ph.D. Student
Asia Research Centre / Uni St. Gallen
Contact:  
Interests: The Effects of Cost and Asset Retrenchment on Firm Performance
 
Gerlich, Nikolas (24.01.2012 - 29.01.2012)
Master of Science Student at University of Tuebingen
University of Tuebingen
Contact:  
Interests: Fractional Brownian Motion and Applications to Option Pricing
 
Haberle, Kathrin (24.10.2011 - 29.02.2012)
Ph.D. Student
Zeppelin University & University of Passau
Contact:  
Interests: Cognitive Processes of CEOs between 1980 and 2005
 
Venus, Andreas (19.09.2011 - 31.03.2012)
Ph.D. student
RWTH Aachen, TU Dortmund / McKinsey & Company
Contact:  
Interests: The power of CFOs and their impact on corporate strategy and performance
 
King, Jessica (16.03.2011 - 31.07.2012)
phdstudent
HU
Contact:  
Interests: Insider Trading
 

 


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