Speaker

Time in CEST

Time in CST (Asia)

Prof. Dr. Elvira Di Nardo (Chair)

Introduction

9:00 - 9:05 am

4:00 - 4:05 pm

Prof. Dr. Elvira Di Nardo (Chair)

On the Laguerre-Gamma Expansion for the CIR's First Passage Time Distribution

9:05 - 9:30 am

4:05 - 4:30pm

Q&A Session

9:30 - 9:35 am

4:30 - 4:35 pm

Prof. Dr. Luis Alberiko Gil-Alana

Polar Amplification: A Fractional Integration Analysis

9:35 - 10:00 am

4:35 - 5:00pm

Q&A Session

10:00 - 10:05 am

5:00 - 5:05pm

Prof. Dr. Samuel Herrmann

Strong Approximation of Trajectories for Brownian Motion, Linear Diffusions, and Bessel Processes

10:05 - 10:30 pm

5:05 - 5:30pm

Q&A Session

10:30 - 10:35 am

5:30 - 5:35pm

Dr. OlaOluwa Simon Yaya

Fractional Cointegration versus Quantile Connectedness in the Analysis of Cryptocurrency Pairs

10:35 - 11:00 pm

5:35 - 6:00pm

Q&A Session

11:00 - 11:05 am

6:00 - 6:05pm

Prof. Dr. Elvira Di Nardo (Chair)

Closing of Webinar

11:05 - 11:10 am

6:05 - 6:10pm