Professor Wolfgang Härdle from Humboldt-Universität zu Berlin
至本中心訪問,並於 CRETA Workshop on Advanced Econometrics 15 進行專題演講。
講者簡介:
Professor Härdle is currently Ladislaus von Bortkiewicz chair professor of statistics at the School of Business and Economics, Humboldt-Universität zu Berlin and also the director of C.A.S.E. – Center for Applied Statistics & Economics. Professor Härdle’s research interests focus on the dimension reduction techniques, computational statistics and quantitative finance. His research articles have been published in several prestigious journals, such as Journal of the American Statistical Association, Journal of Econometrics, Journal of Financial Econometrics, Journal of Empirical Finance, Journal of Forecasting, Journal of Risk and Insurance and Quantitative Finance.
演講主題為:
1.Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics
2.Quantile Regression with high dimensional Single-Index Models