Deutsch Intern
  • Bridge to the Z6
Applied Stochastics

Workshop and research stay at University of Macau

Date: 08/27/2025, 8:00 AM - 09/03/2025, 6:00 PM

Markus Bibinger is visiting Prof. Jun Yu and Prof. Chen Zhang at the Faculty of Business Administration of the University of Macau from August 27 to September 3, 2025, to advance joint research on multivariate fractional volatility models. He gives a presentation on "Statistics of high-frequency data with limit order microstructure noise" at a workshop on August 27.

Efficiency gains of forecasts using a bivariate fBm with correlation 1/2 across different Hurst exponents.

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