------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 9.3.2017, 16:30, seminar room DC rot 07 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section Johannes Heiny (Univ. of Copenhagen & Aarhus University, Denmark) http://www.math.ku.dk/english/staff/?pure=en/persons/477390/ "Limit theorems for the largest eigenvalues of the sample covariance matrix of a heavy-tailed time series" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------