Banner Viadrina

Forschungskolloquium

2009

Datum

Referent

Thema

24.04.2009 Manuel Cabral Morais, Ph. D.
Instituto Superior Tecnico Lisbon, Portugal

On the Ageing and External Properties of the Run Length of Markov-Type Control Charts

20.05.2009 Prof. Nicola Loperfido
University "Carlo Bo", Urbino, Italy

Skew-Normal Distribution: Theory and Applications

02.07.2009 Prof. Yelejko
University "Ivan Franko", Lviv, Ukraine

Some Limit Theorems for the Semi-Markov Process

 

2008

Datum

Referent

Thema

14.02.2008 Svitlana Zabolotska
Europa-Universität Viadrina

Control charts for detecting changes in the variance of a time series

18.03.2008 Sergiy Ragulin
Europa-Universität Viadrina

Application of Control Charts in Portfolio Management

24.03.2008 Prof. Dr. Wolfgang Krumbholz
Universität der Bundeswehr Hamburg

2-stufige Minimax-Version des Gauß- und des t-Tests

13.05.2008 Yuriy Kopanskyy
Universität Lviv, Ukraine

Modellversuch der Massenbedienungssysteme mit der Intervalleinordnung nach generalisierendem Erlang Gesetz

17.07.2008 Dr. Rostyslav Bodnar
Universität Lviv, Ukraine

Hilbert Metric and its Applications to Partially Observed Control Problems

02.12.2008 Christian Weiß

Julius-Maximilian-Universität Würzburg

Modeling and Control of Data Processes

 

2007

Datum

Referent

Thema

25.06.2007 S. P. Mukherjee
University of Calcutta, India

Equilibrium Distribution

20.09.2007 Prof. Dr. Ansgar Steland
RWTH Aachen

Nonparametric Monitoring of Time Series to Detect Unit Roots and Stationarity

 

2006

Datum

Referent

Thema

17.01.2006 Alessandro Fasso
University of Bergamo, Italy

Space Time Models and Monitoring for Air Quality Heterogeneous Networks

29.06.2006 Prof. Dr. Mykola Vasyl'ovych Zabolotskyy
Ivan Franko National University of Lviv

Distribution of the Values of Entire Functions of Slow Groth

07.09.2006 Manuel Cabral Morais, Ph. D.
Instituto Superior Tecnico Lisbon, Portugal

Misleading signals in simultaneous schemes for the mean
and the variance of a times series

17.10.2006 Michela Cameletti
Università degli Studi di Bergamo

Combining artificial and monitoring network data for the analysis of the spatio-temporal dynamic of air pollution in the Piemonte region (Italy)

 

2005

Datum

Referent

Thema

12.01.2005 Prof. Dr. Franz Seitz
FH Amberg-Weiden

Corporate Bond Spreads und ihre Determinanten

13.01.2005

Manuel Cabral Morais, Ph. D.
Instituto Superior Tecnico. Lisbon, Portugal

Stochastic Ordering and Finance: From Lorenz to Portfolio Selection

20.01.2005

Prof. Dr. Wolfgang Kürsten
Friedrich-Schiller-Universität Jena

Shareholder Value and Hedging

27.04.2005 Prof. Dr. Hans-Joachim Lenz
Freie Universität Berlin

Prototypes of UN National Accounts

01.12.2005 Manuel Cabral Morais, Ph. D.
Instituto Superior Tecnico. Lisbon, Portugal

Schemes with Variable Sampling Intervals Revisited

 

2004

Datum

Referent

Thema

21.01.2004 Prof. Dr. Marianne Frisen
University Goeteborg

Statistical surveillance with application in finance

22.01.2004

Dr. Sven Knoth
European-University Viadrina

The art of evaluating monitoring schemes -- how to measure the performance of control charts?

04.05.2004

Prof. Dr. Lukas Menkhoff
University Hannover

What drives home bias? Evidence from fund managers' views

07.05.2004

Prof. Brian M. Lucey, PhD
Business School, Trinity College Dublin

Volume, Volatility and Information: Microstructure Aspects of Irish Equities

18.05.2004

Prof. Dr. Bernd Wilfling
University Münster

Exchange and interest rates prior to EMU: The case of Greece

19.05.2004

Prof. Dr. Bernhard Arnold
University Hamburg

The Hurwicz Adjustment Principle

11.06.2004

Prof. Dr. Marion R. Reynolds
Virginia Polytech Institute and State University

Multivariate Control Charts for Monitoring the Mean Vector and Variance-Covariance Matrix

11.11.2004

Prof. Dr. Rudi Zagst
Technische Universität München

A New Model for the Pricing of Defaultable Bonds

 

2003

Datum

Referent

Thema

15.01.2003 Thomas Werner
Deutsche Bundesbank

Tail Wags Dog? Time-Varying Information Shares in the Bund and Bund Futures Market

20.05.2003 Prof. Dr. Friedrich Schmid University Köln

Nonparametric estimation of the Lower Tail Dependence in Bivariate Copulas

10.06.2003

Heinz Herrmann
Deutsche Bundesbank, Frankfurt/Main

The Economic Research Centre of the Bundesbank : Why Central Banks need Research

23.06.2003

Prof. Dr. Martin Weber University Mannheim

Overconfidence and Trading Volume

11.12.2003 Prof. Dr. Wolfgang Bessler
University Giessen

The Performance of Venture-Backed IPOs in Germany: Exit Strategies, Lock-up Periods, and Bank Ownership

 

2002

Datum

Referent

Thema

15.01.2002 Dr. Jörg Breitung
Humboldt Universität Berlin

Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares

05.02.2002 Dipl.-Volkswirt Harald Henke Europa-Universität Viadrina Frankfurt (Oder)

When Continuous Trading Is Not Continuous: Stock market performance in different trading systems at the Warsaw Stock Exchange

15.05.2002

Dirk Engel
Mannheim

Höheres Beschäftigungswachstum durch Venture Capital?

29.05.2002

Prof. Pierre L. Siklos, Ph.D.
Wilfrid Laurier University, Waterloo, Canada

Non-linear Modelling with Applications in Finance

19.06.2002

Prof. Dr. Stefan Huschens
Technische Universität, Dresden

Schätzung von Ausfallwahrscheinlichkeiten

05.11.2002 Frank McDonald
Manchester Metropolitan University Business School

Integration of Capital and Equity Markets in Europe

06.11.2002 Frank McDonald
Manchester Metropolitan University Business School

Institutional Obstacles to an Integrated European Financial Markets System?

07.11.2002 Frank McDonald
Manchester Metropolitan University Business School

European Monetary Integration and the Integration of Capital and Equity Markets

12.11.2002 Frank McDonald
Manchester Metropolitan University Business School

Currency Crises

14.11.2002 Frank McDonald
Manchester Metropolitan University Business School

International Financial System

27.11.2002 Ralf Elsas
University Frankfurt / Main

Noiseless Distress Resolution by Bank Mergers?

 

2001

Datum

Referent

Thema

13.02.2001

Prof. Dr. Stefan Mittnik
Universität Kiel

Heavy Tails and the Assessment of Portfolio Risk

08.05.2001

Prof. Pierre L. Siklos, Ph.
Wilfrid Laurier University, Waterloo, Canada

News, Selectivity Bias and Financial Asset Prices: A Study of Five Countries

17.05.2001

Prof. Dr. Dr. Andreas Löffler
Universität Hannover

Taxes, Arbitrage and Investment Neutrality

29.05.2001

Dipl.-Kfm. Holger Himmel
Justus-Liebig-Universität Giessen

Pricing of Foreign Exchange Risk in an International Setting: The German Investor's Perspective

05.06.2001

Bernhard Röck
Delbrück Bank

Investment Style in Europa

12.06.2001

Prof. Manas Chatterji, Ph.D.
Binghamton University - SUNY

Globalization: Business and Society

26.06.2001

PD Dr. Joachim Grammig
Center for Operation Research and Econometrics,Louvain-la-Neuve, Belgium

Price Discovery in International Equity Trading

01.11.2001 Prof. Dr. Jan P. Krahnen
Johann Wolfgang Goethe-Universität Frankfurt/Main

Corporate Debt Restructuring: Evidence on Lender Coordination in Financial Distress

06.11.2001 Prof. Dr. Dirk Schiereck
Universität Witten-Herdecke

Value Creation at the Ongoing Consolidation of the European Banking Market

11.12.2001 Prof. Dr. Hermann Locarek-Junge
Dresden University of Technology

The Estimation of Market Risk in Portfolios of Stocks and Stock Options

18.12.2001 Prof. Dr. Reinhart Schmidt
Universität Halle

Empirical Analysis of IPO Prospectuses and Admission Policy at the Neuer Markt

 

2000

Datum

Referent

Thema

12.01.2000

Prof. Dr. Alexander Kempf
Universität Köln

Warum sind langfristige Futures so billig?

18.01.2000

Dr. Peter Anker
Universität Gießen

Zinsparität, Geldpolitik und Risikoprämien

25.01.2000

Prof. Dr. Helmut Lütkepohl
Humboldt-Universität zu Berlin

Volatilitätsanalyse der VW Stamm- und Vorzugsaktien

01.02.2000

Dr. Michael Schroeder
Head of Dept. International Finance and Financial Management, Centre for European Economic Research (ZEW), Mannheim

Analyse der Aktienmärkte der osteuropäischen EU-Beitrittskandidaten: Bewertung des Status quo und der weiteren Anpassungsschritte

08.02.2000

Prof. Dr. rer. nat. Wilfried Seidel
Universität der Bundeswehr Hamburg

Testing Heterogeneity in Survival Analysis

17.05.2000

Prof. Dr. Siegfried Heiler
Universität Konstanz

Nonparametric Quantile Regression with Applications to Financial Data

23.05.2000

Dr. Dieter Nautz
Department of Economics, Humboldt University, Berlin

The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle

30.05.2000

Dr. Joachim Grammig
Johann Wolfgang Goethe Universität, Frankfurt/Main

Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets

20.06.2000

Dr. Stefan Reitz
Justus-Liebig-Universität Gießen

Chartist Prediction in the Foreign Exchange Market: Evidence from the Daily Dollar/DM Exchange Rate

27.06.2000

Dr. Alexander Kritikos
Institute for Microeconomics, Europa-Universität Viadrina, Frankfurt (Oder)
IMOP, Athens University of Economics and Business

Microlending and a Secondary Lending Market

04.07.2000

Thomas Linne
Institute for Economic Research Halle

Currency Crises and Contagion Effects: Some Results for the Central and East European Transition Countries

11.07.2000

Prof. Dr. Martin Glaum Justus-Liebig-Universität Gießen

Risk Management of German Non-Financial Corporations

25.10.2000

Prof. Dr. Volbert Alexander
Justus-Liebig-Universität Gießen

The Problem of Optimal Exchange Rate Systems for Central European Countries

21.11.2000

Dr. Dietrich Beier
Former Chief Economist of Bank Gesellschaft, Berlin

The Impact of the Euro on World Financial Markets

28.11.2000

Prof. Dr. Reinhard H. Schmidt
Johann Wolfgang Goethe Universität, Frankfurt/Main

Building New Microfinance Institutions in Transition Countries - Incentive and Governance Problems

05.12.2000

Prof. Dr. Jochen Michaelis
Universität Kassel

Monetary Policy: Prosper-thy-neighbour and Biggar-thyself?

12.12.2000

Prof. Dr. Friedrich Thießen
Technische Universität Chemnitz

Regionalindizes als Instrumente zur Weiterentwicklung der Finanzmärkte

 

1999

Datum

Referent

Thema

02.11.1999

Prof. Dr. Günter Bamberg
Universität Augsburg

Does the planning horizon affect the portfolio structure?

09.11.1999

Dr. Ralf Ahrens
Johann Wolfgang Goethe-Universität Frankfurt/Main

Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations

16.11.1999

Prof. Dr. Raid Amin
University of West Florida

Some Nonparametric Control Charts for Variability

07.12.1999

Herr Yves Breitmoser
Europa-Universität Viadrina

How to use statistical methods for the technical analysis of stocks?