Research Seminar - Winter term 2022/23
Lectures
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Date | Speaker | Subject of lecture | Location |
|---|---|---|---|
| 25.10.2022 4pm | Rolf Tschernig (Universität Regensburg) | Determining the number of factors in fractionally integrated factor models An abstract can be found here. | S241, WiSo-Extension Building |
| 08.11.2022 4pm | Emily Whitehouse (University of Sheffield) | Real time monitoring of bubbles and crashes An abstract can be found here. | S241, WiSo-Extension Building |
| 15.11.2022 4pm | tba | tba | S241, WiSo-Extension Building |
| 22.11.2022 4pm | Timo Dimitriadis (Universität Heidelberg) | Forecast calibration, backtests, and score decompositions for Value at Risk forecasts An abstract can be found here. | S241, WiSo-Extension Building |
| 29.11.2022 4pm | Lukas Hoesch (Universität Amsterdam) | Robust Inference in Structural VAR Models identified by Non-Gaussianity An abstract can be found here. | S241, WiSo-Extension Building |
| 06.12.2022 4pm | Helmut Herwartz (Universität Göttingen) | How certain are we about the role of uncertainty in the economy? | S243, WiSo-Extension Building |
10.01.2023 4pm | Dr. Yannick Hoga (Universität Duisburg) | Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability An abstract can be found here. | S241, WiSo-Extension Building |