Courses
Seminar Summer Term 2015
Long Memory Processes and Financial Applications
| Lecturer: | Robert Stelzer and Imma Curato | ||
| Type: | Master | ||
| Registration: | To register for the seminar, please write an E-Mail to Imma Curato until 20th March 2015. In the e-mail please give your name, immatriculation number, your course of studies and subjects you have taken in the area of Financial Mathematics, Probability or Statistics. The number of participants is limited to 15 students. | ||
| News: |
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| First meeting (assignment of topics): | 25th March 2015, 16.00-17.00, He18E2.20 | ||
| Prerequisites: | An Introduction to Probability and Statistics, Stochastik 1/2 Master in Finance: An Introduction to Measure Theoretic Probability ,thorough Intro to Statistics (necessary) Time Series, Statistics of Financial Data, Stochastik 3, Financial Mathematics I / II (desirable) | ||
| Time and Venue: | He22 1.42, 10-12 | ||
| Literature: | Giraitis, Koul and Surgailis, " Large Sample Inferences for Long Memory Processes " (2012). | ||