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Deutsche Forschungsgemeinschaft
Supported by Deutsche Forschungsgemeinschaft
   
guests


::: Guest Researcher Program for young researchers
 

Guests of the CRC 649
all former guests of the CRC 649

Along side its regular guest researcher program, the CRC 649 offers a special guest researcher program aimed directly at young researchers. With this program, the CRC 649 would like to support the stay of young researchers wishing to research at the RDC. Five places will be awarded annually.
Further information about the program and application procedure is available here:


previous participants of Guest Researcher Program for young researchers  

Utz, Sebastian (08.08.2011 - 19.08.2011)
Ph.D. Student
Universität Regensburg
Contact:
Email:
 
Interests: Inverse nachhaltige Portfoliooptimierung
 

 
Tam, Pui Sun (18.07.2011 - 20.08.2011)
Assistant Professor
Faculty of Business Administration University of Macau
Contact:
Email:
 
Interests: Stock market integration
 

 
Chao, Shih-Kang (22.06.2011 - 31.12.2011)
Student
National Taiwan University
Contact:
Email:
 
Interests: Financial systemic risk measure, quantile regression, sequential analysis
 

 
Sabel, Till (23.08.2010 - 30.11.2010)
phdstudent
Uni - Göttingen
Contact:
Email:
 
Interests: - high-frequency data
- volatility
- microstructure noise
 

 
Schmidt-Hieber, Johannes (23.08.2010 - 30.06.2011)
phdstudent
Uni - Göttingen
Contact:
Email:
 
Interests: - high-frequency data
- volatility
- microstructure noise
 

 
Li, Chengguang (31.05.2010 - 23.06.2010)
M. Sc., M. Eng.
TU München
Contact:
Email:
Website´
Interests: The effect of own firm and other firms experience on the foreign market entry decision of firms.
 

 
Herrera, Rodrigo (06.05.2010 - 28.05.2010)
Postdoktorand
TU - Dresden
Contact:
Email:
 
Interests: Extreme value models in a conditional duration intensity framework.
 

 
Abbassi, Puriya (18.01.2010 - 16.04.2010)
Johannes-Gutenberg Universität Mainz
Contact:
Email:
Website´
Interests: Central banking, implementation of monetary policy, time series analysis
 

 
Park, Juhyun (13.07.2009 - 25.07.2009)
Lancaster University
Department of Mathematics and Statistics
Contact:
Email:
Website´
Interests:
  • functional data analysis
  • nonparametric regression and additive models
  • time series analysis
 

 
Park, Juhyun (16.03.2009 - 31.03.2009)
Lancaster University
Department of Mathematics and Statistics
Contact:
Email:
Website´
Interests:
  • functional data analysis
  • nonparametric regression and additive models
  • time series analysis
 

 
Wimmer, Maximilian (11.08.2008 - 19.09.2008)
Universität Regensburg
Lehrstuhl für Finanzierung
Contact:
Email:
Website´
Interests: Thema: Empirischer Vergleich der Preise gehandelter Wetterderivate mit Modellpreisen
 

 
Storti, Guiseppe (22.07.2008 - 02.09.2008)
Dipartimento di Scienze Economiche e Statistiche
Università di Salerno
Contact:
Email:
Website´
Interests: Univariate and multivariate conditional heteroskedastic time series models; VaR estimation
 

 
Wimmer, Maximilian (03.03.2008 - 14.03.2008)
Universität Regensburg
Lehrstuhl für Finanzierung
Contact:
Email:
Website´
Interests: Thema: Empirischer Vergleich der Preise gehandelter Wetterderivate mit Modellpreisen
 

 
Weizsäcker, Georg (08.10.2007 - 02.11.2007)
London School of Economics
Contact:
Email:
Website´
Interests: Measuring expectations about others
 

 
Schmeling, Maik (24.09.2007 - 05.10.2007)
Leipnitz Universität Hannover
Institut für Geld und Internationale Finanzwirtschaft
Contact:
Email:
Website´
Interests: Non-linear risk and the Cross-Section of Stock returns
 

 
Chen, Shiyi (23.07.2007 - 25.08.2007)
Fudan University Shanghai,
China
Contact:
Email:
Website´
Interests: Nonparametric Error Correction Forecasting ModelBased on Support Vector Regression
 

 
Niessen, Alexandra (28.08.2006 - 08.09.2006)
Universität zu Köln
Seminar für ABWL und Unternehmensfinanzen
Contact:
Email:
Website´
Interests: Macroeconomicsmore
 

 
Ng, Wing Lon (07.08.2006 - 18.08.2006) 
Universität Münster
Institut für Ökonometrie und Wirtschaftsstatistik
Contact:
Email:
Website´
Interests: Financial Econometrics, Ultra-high Frequency Data, Limit Order Books & Market Microstructure more
 

 
Fischer, Matthias (06.08.2006 - 18.08.2006)
Universität Erlangen-Nürnberg
Lehrstuhl für Statistik und Ökonometrie
Contact:
Email:
Website´
Interests: Finanzmarktstatistik, Bewertung von Finanzderivaten, Uni- und multivariate Stylized Facts von Finanzmarktdaten more
 

 
Gathmann, Christina (17.07.2006 - 04.08.2006)
Stanford University
USA
Contact:
Email:
Website´
Interests: Labor Economics, Applied Econometrics, Public Economics more
 

 
Pesta, Michal (17.07.2006 - 17.08.2006)
Charles University Prag,
Tschechien
Contact:
Email:
 
Interests: Nonparametric isotonic regression, monotonic and convex character of data, Sobolev spaces more
 

 
Chen, Shiyi (16.07.2006 - 17.08.2006)
Fudan University Shanghai,
China
Contact:
Email:
 
Interests: Forecasting Financial Markets Using Support Vector Machinemore
 

 
 


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::::: Discussion Papers  :::::

2017-008
Lukas Borke, Wolfgang K. Härdle
"GitHub API based QuantNet Mining infrastructure in R"
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::::::::::::: CASE  :::::::::::::

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