Regensburg 2010 – wissenschaftliches Programm

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SOE: Fachverband Physik sozio-ökonomischer Systeme

SOE 21: Financial Markets and Risk Management II

Donnerstag, 25. März 2010, 10:15–13:30, H46

	10:15	SOE 21.1	Power Law Distribution in High Frequency Financial Data? - An Econometric Analysis — •Lora Todorova and Bodo Vogt
	10:45	SOE 21.2	Optimal estimation of power laws with applications to socioeconomic data — •Faustino Prieto and Jose Maria Sarabia
	11:15	SOE 21.3	Compensating statistical errors in the calculation of financial correlations — •Michael Christopher Münnix, Rudi Schäfer, and Thomas Guhr
	11:45		15 min. break
	12:00	SOE 21.4	Measurement of correlations in non-stationary financial time series — •Rudi Schäfer and Thomas Guhr
	12:30	SOE 21.5	Estimation of the volatility of finance data by multiscale reconstruction — •Arnold Gräbeldinger and Joachim Peinke
	13:00	SOE 21.6	Do financial indices benchmark reality? — •Patrick Hedfeld