Festkolloquium in Honor of Professor Claudia Klüppelberg

Friday, May 17, 2019


11:00 Opening words

  • Robert Stelzer: Back to GARCHing: Geometric ergodicity and statistical estimation in the multivariate continuous time set-up 
  • Vicky Fasen-Hartmann: Tail probabilities of random linear functions of regularly varying random vectors

12:30 Lunch

14:30 Welcoming words by Folkmar Bornemann

16:15 Coffee break

16:45 Gernot Müller: Modeling electricity prices and the infeed from renewable energies 

17:30 Concluding words




Venue: Institute for Advanced Study, Lichtenbergstraße 2a, Garching


Contact: Andrea Grant and Stephan Haug