Research News
Measuring and Forecasting Financial Risks from an Intrinsic Time Perspective
The German Research Foundation has approved Prof. Halbleib's application on "Measuring and Forecasting Financial Risks from an Intrinsic Time Perspective".
Invited Session at ISI 2023
Prof. Halbleib is presenting as part of the Invited Session "High-Dimensional Financial Time Series" at the 64th ISI World Statistics Congress in Ottawa, July 16-20, 2023.
Conference QFFE 2023
Prof. Halbleib co-organizes the international Conference and Spring School Quantitive Finance and Financial Econometrics in Marseille (France). The Conference will be held on June 8-9, 2023 and the Spring School on June 6-7, 2023.
International Conference on Intrinsic Time in Finance
Prof. Halbleib co-organizes the international Conference on Intrinsic Time in Finance from May 6 to May 7, 2022 at Abbey Hegne, Allensbach - Lake Constance. The conference is sponsored by Fritz Thyssen Stiftung.
Paper of Christian Mücher accepted in Frontiers
The Paper Artificial Neural Network Based Non-linear Transformation of High-Frequency Returns for Volatility Forecasting written by Christian Mücher has been accepted for publication in the Journal Frontiers.
Conference QFFE 2022
Prof. Halbleib co-organizes the international Conference and Spring School Quantitive Finance and Financial Econometrics in Marseille (France). The Conference will be held on June 16-17, 2022 and the Spring School on June 14-15, 2022.
Sessions on Statistics in Finance at DAGSTAT Conference 2022
Prof. Halbleib organizes 2 sessions on Statistics in Finance within the Deutsche Arbeitsgemeinschaft Statistik (DAGStat) Conference 2022 from 28 March to 1 April 2022 in Hamburg.
DStatG Workshop
Prof. Halbleib organizes the workshop Big and Smart Data Analysis in Finance of the Deutsche Statistische Gesellschaft on April 4-6, 2022.
Research Colloquium of the Institute of Economics
Starting with the winter semester 2021/2022, the Research Colloquium of the Institute of Economics will be organized by Prof. Roxana Halbleib - together with Prof. Germain Gaudin and the Graduate Association of Freiburg Economists (FWW).
Prof. Halbleib Associate Editor of AStA
In 2021, Prof. Roxana Halbleib has become Associate Editor of the Journal Advances in Statistical Analysis (AStA).
Invited Session by CFE 2021
Prof. Halbleib will organize the invited session "Latest developments in financial econometrics" at the 15th International Conference on Computational and Financial Econometrics (CFE) from December 18 to December 20, 2021 in London, United Kingdom.
Paper of Prof. Halbleib accepted in JBES
The Paper Realized Quantiles written by Roxana Halbleib and Timo Dimitriadis has been accepted for publication in the Journal of Business & Economic Statistics.