Upcoming Events

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Frühjahrsakademie —Start your doctorate right

Springacademy addresses doctoral researchers at the beginning of their doctorate. This interdisciplinary offer provides support in the decision-making process and in the initial phase of the doctorate.
The various workshops of the multi-day event aim at interested early doctoral researchers from all subject fields. Discussion rounds and workshops will offer an overview on finding a doctoral research topic, writing exposés, searching for suitable mentoring, and funding options. All participants have the opportunity to develop career perspectives and to form internal and interdisciplinary networks at an early career stage.

Disputation of Hagen Rafeld

In his disputation Whale Watching on the Trading Floor: Unravelling Collusive Rogue Trading in Banks Hagen Rafeld explores organizational misbehaviour (OMB) theory and explains the latter and two other major collusive rogue trading events at National Australia Bank and the interest reference rate manipulation/LIBOR scandal through a descriptive model of organizational/structural, individual and group forces. He points out that the OMB theory is suited to be applied to CRT due to its ability to explain negative consequences of complex corporate workplace environments on macro, meso and micro level and draws a conclusion on how banks can establish behavioral risk management and internal control frameworks to reduce potential collusive rogue trading.

12th Ruhr Graduate School (RGS) Doctoral Conference in Economics

The aim of this annual, refereed conference is to provide a professional, stimulating, and international environment in which around 60 top PhD students in Economics can discuss their research results and ideas, establish informal networks, and initiate future collaborative research. The conference also connects early career with experienced researchers, including RGS Econ’s more than 35 faculty members from the universities of Dortmund, Duisburg-Essen, and Bochum, as well as the RWI, one of Germany’s leading economic research institutes.

Limit theorems for empirical cluster functionals with applications to statistical inference

Limit theorems for empirical cluster functionals are discussed. Conditions for weak convergence are provided in terms of tail and spectral tail processes and can be verified for a large class of multivariate time series, including geometrically ergodic Markov chains. Applications include asymptotic normality of blocks and runs estimators for the extremal index and other cluster indices. Results for multiplier bootstrap processes are also provided.