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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
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DPG-Physik > DPG-Verhandlungen > 2010 > Regensburg