Programme
Opening Lecture:
Wolfgang Härdle, Humboldt University of Berlin
Title: TEDAS – Tail Event Driven Asset Allocation
Closing Lecture:
Oliver Linton, Cambridge University
Title: Multivariate Variance Ratio Statistics
Keynote talks:
Luc Bauwens, Université catholique de Louvain
Title: Long Term Component Dynamics Models for Realized Covariance Matrices
Jan Beran, University of Konstanz
Title: On Estimation of Cross-Sectional Dependence for Strongly Dependent Time Series
Timo Terävirsta, Aarhus University
Title: Specification and Testing of Multiplicative Time-Varying GARCH Models with Applications
A special invited Lecture:
Peter M. Robinson, London School of Economics and Political Science
Title: Dependence and Nonstationarity in Time Series and Spatial Data
Final Version of the Programme: PROGRAMME
Book of Abstract: BOOK OF ABSTRACT