Presentations in the course 40789 (nonlinear time series)

Date	Speakers	Topic
15/12	Thomas Reininger	J.D. Hamilton: “A New Approach to the Analysis of Nonstationary Time Series and the Business Cycle” (Econometrica, 1989)
	Michael Greinecker	Nonparametric density estimation (Chapter 5 of Fan/Yao)
12/1	Monika Turyna & Ulrich Gunter	Nonlinear prediction (Chapter 10 of Fan/Yao)
	Franz Eigner	Nonlinear stochastic volatility models
	András Malasics	A class of nonlinear stochastic volatility models
19/1	Muhammad Jamil & Asif Wazir	A bilinear model for migration intensity
	Alexandra Kim & Markus Mayer	Artificial neural network for returns
	Shima Goudarzi & Mozhgan Raeisian Parvari	TBA
26/1	Ingo Jungwirth	Higher moment trading using ARCH