Statistical issues with financial market data
{"Image DocumentName": "Statistical issues with financial market data", "Image ImageDescription": "A: Cross-Section Data: - deviations from multivariate normality. - tail dependence - copulas. - default predictions. B: Time series data. - heavy tails. - chaos? - structural change in patterns of dependence - Integration and Cointegration. - ARCH- and GARCH-effects. - Long memory and structural change. Themen, zu den gerade an meinem Lehrstuhl Doktoarbeiten laufen, oder gerade gelaufen sind. Speziell RGS: Pavel Stoimenov zu Copulas< Christoph Hanck zu Cointegration Alesia Khudnizkaja zu Kreditausf\u00e4llen. Alle Fertig. Aktuell: Marten van kampen: structural change in patterns of dependence. Heute. Zwei Themen rausgreifen. .", "Image XResolution": "37", "Image YResolution": "37", "Image ResolutionUnit": "Pixels/Centimeter", "Image Software": "SlidePlayer", "Image YCbCrPositioning": "Centered"}