3rd Klagenfurt-Bielefeld Summer School on Modern Topics in Time Series Analysis 2022

from Monday, 12 September 2022 (08:00) to Friday, 16 September 2022 (17:30)
Das Seepark Wörthersee Resort (Alpe)

        : Sessions
    /     : Talks
        : Breaks
12 Sep 2022
13 Sep 2022
14 Sep 2022
15 Sep 2022
16 Sep 2022
AM
08:30 --- Registration Desk, Hallway ---
09:00 Welcome and Introduction - Prof. Martin Wagner   (Alpe)
09:15 State Space Modelling I - Prof. Dietmar Bauer   (Alpe)
10:30 --- Coffee Break ---
11:00 State Space Modelling II - Prof. Dietmar Bauer   (Alpe)
09:00 Functional Time Series I - Prof. Siegfried Hörmann   (Alpe)
10:30 --- Coffee Break ---
11:00 Functional Time Series II - Prof. Siegfried Hörmann   (Alpe)
09:00 Bayesian Methods for (Macro and Financial) Time Series Analysis I - Prof. Gregor Kastner   (Alpe)
10:30 --- Coffee Break ---
11:00 Bayesian Methods for (Macro and Financial) Time Series Analysis II - Prof. Gregor Kastner   (Alpe)
09:00 Factor Models I - Prof. Matteo Barigozzi   (Alpe)
10:30 --- Coffee Break ---
11:00 Factor Models II - Prof. Matteo Barigozzi   (Alpe)
09:00 Bootstrap I - Prof. Giuseppe Cavaliere   (Alpe)
10:30 --- Coffee Break ---
11:00 ARCH, GARCH and Volatility Modelling I - Prof. Anders Rahbek   (Alpe)
PM
12:30 --- Lunch Break ---
13:30 Spectral Analysis I - Prof. Uwe Hassler   (Alpe)
15:00 --- Coffee Break ---
15:30 Spectral Analysis II - Prof. Uwe Hassler   (Alpe)
12:30 --- Lunch Break ---
13:30 Functional Cointegration I - Prof. Massimo Franchi   (Alpe)
15:00 --- Coffee Break ---
15:30 Functional Cointegration II - Prof. Massimo Franchi   (Alpe)
12:30 --- Lunch Break ---
13:30 High Frequency Econometrics I - Prof. Nikolaus Hautsch   (Alpe)
15:00 --- Coffee Break ---
15:30 High Frequency Econometrics II - Prof. Nikolaus Hautsch   (Alpe)
12:30 --- Lunch Break ---
13:30 --- Social Event: 13:30 Departure - 14:30 Visit to Infineon Villach - 17:45 Boat trip Velden-Krumpendorf - 19:30 Dinner in a must tavern in Krumpendorf ---
12:30 --- Lunch Break ---
13:30 ARCH, GARCH and Volatility Modelling II - Prof. Anders Rahbek   (Alpe)
15:00 --- Coffee Break ---
15:30 Bootstrap II - Prof. Giuseppe Cavaliere   (Alpe)
17:00 Summary and Closing - Prof. Martin Wagner   (Alpe)