Forschung & Projekte
Prof. Dr. Uwe Jaekel
"Covariance estimation for asynchronous data"
Partner:
- Piero Foscari, PDV Financial Software, Hamburg
- Gabriel Frahm, Helmut-Schmidt-Universität Hamburg
"Multi-scale self-similar behaviour of financial time series"
Partner:
- Sayantan Ghosh, University of St. Andrews
- Francesco Petruccione, University of KwaZulu Natal
