Multivariate rechenbetonte Methoden zur Lösung von hochdimensionalen statistischen und finanziellen Bewertungsproblemen
Modelle für finanzielle Volatilität
Software für FGD: hier.
Realized volatility forecasts for constituents of the S&P 500 estimated based on the results of the SNSF project "SentiVol: Sentiment Analysis and Bayesian Model Averaging for Volatility Prediction" can be found on this webpage.
Sprechstunde: By appointment (email).