Statistics of Financial Data

Organizers

Rafał Weron (Wrocław)
Wolfgang Härdle (Berlin)

Invited Speakers

Ying Chen (Singapore): Adaptive dynamic Nelson-Siegel term structure model with applications
Katarzyna Maciejowska (Wrocław): What can we learn about finantial indexes from disagregated data?
Piotr Majer (Berlin): Risk patterns and correlated brain activities