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Faculty of Management, Economics and Social SciencesInstitute of Econometrics and Statistics

Research Seminar - Winter Term 2025/26

Lectures

 

Date
Speaker
Subject of lecture
Location
14.10.2025,
4 p. m.		  Seminar room S 241, Building 101
21.10.2025,
4 p. m.

Sebastian Weibels 
(University of Cologne)

“Hard-to-Value: Informational Complexity and the Cross-Section of Stock Returns”

You may find the abstract here.

Seminar room S 241, Building 101
28.10.2025,
4 p. m.		  Seminar room S 241, Building 101
04.11.2025,
4 p. m.

Sven Pappert 
(TU Dortmund University)

“Copula-Based Non-Gaussian Time Series Models”

You may find the abstract here.

Seminar room S 241, Building 101
11.11.2025,
4 - 6 p. m.		  Seminar room S 241, Building 101
18.11.2025,
4 p. m.

Luis Winter 
(University of Cologne)

“Bayesian Nowcasting of German GDP - a Precision-Sampler-Based Toolbox”

You may find the abstract here.

Seminar room S 241, Building 101
25.11.2025,
4 p. m.		  Seminar room S 241, Building 101
02.12.2025,
4 p. m.

Prof. Dr. Johanna Kutz 
(University of St. Gallen)

“Quantile Average Treatment Effects”

You may find the abstract here.

Seminar room S 241, Building 101
09.12.2025,
4 p. m.

Prof. Dr. Winfried Pohlmeier (Zeppelin University)

“Bagged Pretested Forecast Combination for Tail Risk Measures”

You may find the abstract here.

Seminar room S 241, Building 101
16.12.2025,
4 p. m.		  Seminar room S 241, Building 101
13.01.2026,
4 p. m.		  Seminar room S 241, Building 101
20.01.2026,
4 p. m.

Julian Spies 
(University of Cologne)

“Regularized Wishart Stochastic Volatility for High-Dimensional Covariance Forecasting”

You may find the abstract here.

Seminar room S 241, Building 101
27.01.2026,
4 p. m.		  Seminar room S 241, Building 101
03.02.2026,
4 p. m.

Prof. Dr. Vitor Azevedo 
(RPTU)

“The Aggregated Equity Risk Premium”

You may find the abstract here.

Seminar room S 241, Building 101