Regularized Wishart Autoregressive Stochastic Volatility [20.11.25]
Lecture by Roman Liesenfeld from the University of Cologne at the Research Seminar in Economics on November 26.
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Roman Liesenfeld is Professor of Statistics and Econometrics at the University of Cologne. He previously held a professorship in statistics at the University of Kiel. He is a member of the German Economic Association and the German Statistical Society, and has been Associate Editor of the journal Empirical Economics since 2013.
In the winter term, excellent international scientists visit the University of Hohenheim in the research seminar and give lectures on their research. In addition to attending the lecture, there is often a special opportunity during office hours to exchange ideas with the guest, e.g. about their own research approaches.
Master's students are also welcome to take part in the research seminar and talk to the speakers as well as the doctoral students, postdocs and professors at the institute.
The lecture will take place on November 26, 2025 at 12:00 pm in HS 32.
