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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]
JEL Code:I


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