Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Contact

•   
    E-mail:  wesselhn@hu-berlin.de
•   Phone / Fax
    +49 30 2093-99469 / +49 30 2093-5649
•   Office                 Dorotheenstr. 1, room 0.03
•  Office hours:         upon agreement
   

Address

Humboldt-Universität zu Berlin
School of Business and Economics
Ladislaus von Bortkiewicz Chair of Statistics
Unter den Linden 6
10099 Berlin
Germany

 

Education

 

2015 - 2020       PHD-program with IRTG 1792

                         Humboldt Universität
                         Freie Universität
                         Technische Universität

 

2012 - 2015       M. Sc. Statistics

                         Humboldt Universität
                         Freie Universität
                         Technische Universität

 

2011, 2013        Exchange program, Research
                         fellow at Hochschule St. Gallen

 

2008 - 2012       B. Sc. Economics

                         Viadrina Europa Universität

 

Research Activities

 

- Portfolio optimization with higher moments

- Time Series Econometrics

- Parameter Estimation

- Non-parametric and Bayesian methods