RFE: Conference Listings
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- CASE - Center for Applied Statistics and Economics, Humboldt-Universität 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 [gemäß den Informationen des Anbieters - according to site editor's information] |
| JEL Code: | C |
| URL: | http://www.case.hu-berlin.de/events/events/Archive/events/Archive/HU-Princeton2011 |