Overview Session
printFinance, Insurance, Risk: Statistics
Chair: Vicky Fasen
| 1 | A uniform central limit theorem for distortions of empirical distributions with applications to nonparametric estimation of distribution-invariant risk measures
1
Weierstrass Institute of Applied Analysis and Stochastics, , Berlin
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| 2 | STOCHASTIC LOG-VOLATILITY MODEL AND FUNCTIONAL DATA ANALYSIS
1
Technische Universität München, Zentrum Mathematik, Garching bei München
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| 3 | NONLINEAR MARKET MICROSTRUCTURE NOISE MODELS, PARTICLE FILTER-BASED ON-LINE ESTIMATION OF SPOT CROSS-VOLATILITY, AND STATE-SPACE MODELS FOR NON-SYNCHRONOUS TICK-BY-TICK DATA
1
University of Heidelberg, Institute of Applied Mathematics, Heidelberg
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