Humboldt-Universität zu Berlin - Statistik

I am a Hilda Geiringer postdoctoral fellow in statistics and economics at the Humboldt University of Berlin. Prior to this appointment, I was a Warren Center postdoctoral fellow at the University of Pennsylvania. I received my Ph.D. in Economics in 2013 from the Humboldt University of Berlin.

My work is concerned with developing statistical methods to study dynamic high-dimensional data settings and relies on nonparametric and semiparametric approaches, as well as graphical models. The applications of the research lie mostly in the field of finance, where I am particularly interested in asset pricing and systemic risk.