After successful completion of the course, students are able to work through a concrete scientific text in econometrics and/or financial and actuarial mathematics and to present the corresponding content in an understandle kind of manner.
The topic of this semester is not yet fixed. Some suggestions:
- On the statistics and econometrics of rough volatility models
- On random matrix theory and applications for high-dimensional data
- On spatial unit roots
For papers and preprints see Communication/Documents/Files.
For organizational reasons, we have now set up registration via TISS. It is okday if you come to the preliminary meeting, but if possible, please register via TISS straight away.
