Academic Conference

The academic conference in the framework of the Chinese week shall enhance contacts between Chinese scientists and researchers from Europe and other countries.

Time: Thursday, July 22. Venue: Spandauer Str 1, Berlin 10178

The conference covers all areas in Economics, Finance and Management. It is followed by the Humboldt-Xiamen Workshop which has a focus on applied statistics and econometrics.


Session: Macroeconomics I
Yao Fang; 09:30 - 11:00; room 22

An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility
Linlin Niu; Wang Yanan Institute for Studies in Economics(WISE), Xiamen University
Estimating the Hazard Function in Price-Setting: A Bayesian Analysis Using Aggregate Data
Fang Yao ; Humboldt-Universität zu Berlin
Modelling anti-inflationary monetary targeting in Romania
Marcelo Sánchez;


Session: Statistical Methods I
Melanie Schienle; 09:30 - 11:00; room 23

Local Polynomial Regression and Mixed Models
Li-shan Huang; University of Rochester
Modeling Realized Covariance by Constrained Factor Models
Ying Chen; National University of Singapore
Nonparametric Regression with Nonparametrically Generated Covariates
Melanie Schienle; Humboldt-Universität zu Berlin


Session: Auctions
Elmar Wolfstetter; 11:30 - 13:00; room 22

Auctioning Process Innovations when Losers' Bids Determine Royalty Rates
Cuihong Fan; School of Economics, Shanghai University of Finance and Economics
Licensing a common value innovation when signaling strength may backfire
Elmar Wolfstetter; Humboldt-Universität zu Berlin
Speculative Partnership Dissolution with Auctions
Thomas Giebe; Humboldt University at Berlin
Split-award Auctions with Investment
Jianpei Li; University of International Business and Economics


Session: Financial Econometrics I
Nikolas Hautsch; 11:30 - 13:00; room 23

Adaptive Interest Rate Modeling
Mengmeng Guo; Humboldt University zu Berlin
Return Based Style Factors and Value‐at‐Risk of  Asia‐Focused Hedge Funds 
Stefan Trück; Department of Economics, Macquarie University Sydney, Australia
The Market Impact of a Limit Order
Ruihong Huang; Chair of Econometrics, Humboldt-Universität zu Berlin


Session: Topics in Statistics
Maria Osipenko; 11:30 - 13:00; room 21b

Dynamics of Implied Copula Parameters in CDO Pricing
Barbara Choroś-Tomczyk; Humboldt-Universität zu Berlin
Improving Quality and Access in the German Wikipedia for Statistics
Sigbert Klinke; Humboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Chair of Statistics
Pricing chinese rain: a multi-site multi-period equilibrium model
Maria Osipenko; PhD Student

Keynote lecture:

Kalok Chan, Hong Kong University of Science and Technology (HKUST), Business School
Why Investors Do not Buy Cheaper Securities? An Analysis of Trading by Individual Investors in Chinese Stock Market
time: 14:00 - 15:00, venue: chapel



Session: Macroeconomics II
Atanas Hristov; 15:30 - 17:00; room 21b

Agency Costs, Unemployment and Business Cycles
Atanas Hristov; Humboldt-Universität zu Berlin
Informational price cascades and non-aggregation of asymmetric information in experimental asset markets
Jason Shachat; Xiamen University, WISE
Peer Learning and Risk Bearing Behavior：Taiwan’s Outward Investment in Emerging Asian Countries
Lu, Hsin Chang; Department of International Business, National Taiwan University


Session: Public Economics I
Nannette Schliebner; 15:30 - 17:00; room 22

Selection or Decreasing Productivity as Causes of a Lower Average Productivity of Older Workers
Jens Barthel; Humboldt-Universität zu Berlin
The optimal Babel: An economic framework for the analysis of dynamic language rights
Bengt-Arne Wickström; Humboldt-Universität zu Berlin


Session: Semiparametric Modelling
Li-Shan Huang; 15:30 - 17:00; room 23

A New Semiparametric Conditional Capital Asset Pricing Model with Variable Selection
Zongwu Cai; University of North Carolina at Charlotte and WISE, Xiamen University
Local Quantile Regression
Weining Wang; Humboldt University at Berlin
Stochastic Matching Pursuit for Bayesian Variable Selection
Ray-Bing Chen; National University of Kaohsiung

Keynote lecture:

Qiwei Yao, London School of Economics
Identifying the Finite Dimensionality of Curve Time Series
time: 17:00 - 18:00, venue: chapel