• Robert Stelzer: Back to GARCHing: Geometric ergodicity and statistical estimation in the multivariate continuous time set-up 
• Vicky Fasen-Hartmann: Tail probabilities of random linear functions of regularly varying random vectors

12:30 Lunch

14:30 Welcoming words by Folkmar Bornemann

• Anita Behme: Exponential functionals: Beyond Lévy processes
• Alexander Lindner: On quasi-infinitely divisible distributions

16:15 Coffee break

16:45 Gernot Müller: Modeling electricity prices and the infeed from renewable energies 

17:30 Concluding words

Venue: Institute for Advanced Study, Lichtenbergstraße 2a, Garching

Contact: Andrea Grant and Stephan Haug