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+++ Because of the coronavirus outbreak all lectures are planned online via Zoom +++

Research Seminar - Summer term 2021

Lectures

Date
Speaker
Subject of the lecture

11.05.2021,
4:00 pm,

Zoom-Meeting

Alexander Mayer

(University of Cologne)

"Estimation and Inference in Factor Copula Models with Exogenous Covariates"

18.05.2021,
4:00 pm,

Zoom-Meeting

Marvin Borsch

(University of Cologne)

"Consistent Estimation of Multiple Breakpoints in Dependence Measures"

29.06.2021,
4:00 pm,

Zoom-Meeting

Philipp Hansen

(University of Cologne)

"Empirical Challenges for Portfolio Allocation in large dimensions"

20.07.2021,
4:00 pm,

Zoom-Meeting

Laura Reh

(University of Cologne)

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