Current Projects
Completed Projects
- Sonderforschungsbereich 823 "Statistik nichtlinearer dynamischer Prozesse"
- A1 : Dynamic dependence structures in risky asset returns.
- A7: Statistical modeling of capital market dependence structures via copulas
- C1 : Model choice and dynamic dependence structures
- C2 : Experimental designs for dynamic processes
- C4: Reconstruction of time variable distributions in statistical inverse problems
- T1: Model selection for non-identifiable dose response models
- A1 : Dynamic dependence structures in risky asset returns.
- Collaborative Research Center - SFB Tr/12
- C2: Fluctuations and universality of invariant random matrix ensembles.
- Collaborative Research Center 475
- A2 : Efficient Modelling by Optimal Experimental Design.
- B1 : Capital Markets as Indicators of Economic Structural Change