New Developments in Econometrics and Time Series

From Thursday, 11 June 2015 - 09:00
To Friday, 12 June 2015 - 17:00

The 2015 edition of the annual workshop on "New Developments in Econometrics and Time Series" will take place in Bochum on June 11-12, 2015.

These workshops have been organized in Rome (2014 and 2012, Einaudi Institute for Economics and Finance), Brussels (2013 and 2011, European Centre for Advanced Research in Economics and Statistics), Dortmund (2010, Technische Universität Dortmund). They also are a continuation of the "Brussels-Waseda Seminars on Time Series and Financial Statistics" that have been organized between 2007 and 2010 in Brussels and Tokyo.

The program will include time series, their dependence and their extremes.


Anybody interested is welcome! The number of participants is limited to 50. The conference fee of 75 Euro (50 Euro for students) includes a social dinner on Thursday night, two lunches, and snacks during the coffee breaks. Registration is possible until June 1st, 2015.

All participants are kindly requested to send an email along with the registration form
to Axel Bücher (


Conference Venue: Blue Square, Lecture room 3rd floor, Kortumstr. 90, 44787 Bochum:

Blue Square

The Blue Square is at 10 minutes walking distance from the main station (Bochum Hbf) and from the IBIS Hotel Bochum Zentrum. The nearest subway station is Bochum Rathaus: from Bochum Hbf you must take the line U35 to Herne Schloss Strünkede (not to Hustadt/University!), it is just one stop.

Organisation Committee

Dr. Axel Bücher
Prof. Holger Dette
Prof. Marc Hallin
Dr. Tobias Kley
Dr. Stanislav Volgushev

Confirmed speakers

Brendan K. Beare, University of California
Haeran Cho, University of Bristol
Abdelaati Daouia, Université Toulouse
Jean-David Fermanian, ENSAE Paris
Siegfried Hörmann, Université libre de Bruxelles
Raphaël Huser, King Abdullah University of Science and Technology
Anja Janßen, Universität Hamburg
Carsten Jentsch, Universität Mannheim
Andrea Krajina, Georg-August-Universität Göttingen
Tatyana Krivobokova, Georg-August-Universität Göttingen
Kirstin Strokorb, Universität Mannheim
Yuwei Zhao, Université catholique de Louvain
Chen Zhou, Erasmus University Rotterdam

Titles and abstracts of the talks can be found here:

Presentation slides

Supported by the Sonderforschungsbereich 823 "Statistical modelling of nonlinear dynamic processes" of the Deutsche Forschungsgemeinschaft