Presentations
in the course 390027 (nonlinear time series)
|
Date |
Speakers |
Topic |
|
14/12 |
Florian Szücs |
|
|
|
Florian Kaulich |
|
|
11/1 |
Syed Z. Saeed |
Generalized
Likelihood Ratio Tests (Fan&Yao, Ch. 9.2) |
|
|
Birgit Schwabl |
Adaptive Functional-Coefficient
Autoregressive Models (Fan&Yao, Ch. 8.4) |
|
|
Arda S. Koestem |
Smoothing
in the time domain |
|
|
Afshan Faisal |
|
|
18/1 |
Peter Lindner, Nora Prean |
|
|
|
Andreas Brunhart |
|
|
|
Muhammad Iqbal |
empirical project (stock price
volatility of Islamic and conventional banks) |
|
|
Johanna Lilleng |
Additive
Models (Fan&Yao, Ch. 8.5) |
|
25/1 |
Sebastian Offermann |
empirical project (threshold cointegration) |
|
|
Christopher Nell, Stefan Zimmermann |
empirical project (GARCH) |
|
|
Fraz Qamar |