Humboldt-Universität zu Berlin - Statistik

Contacts
E-mail firstname.lastname_at_hu-berlin.de Phone / Fax +49 30 2093-1470 / +49 30 2093-5649 Office / Office hours: SPA1, 311 / upon agreement
Mail address
Humboldt-Universität zu Berlin School of Business and Economics Ladislaus von Bortkiewicz Chair of Statistics Unter den Linden 6 10099 Berlin Germany

Education

• 2009-2013: State University - Higher School of Economics (Moscow, Russia): Master Program in Finance (specialization Risk Management and Actuarial Methods)
• 2012-2013: Humboldt-Universität zu Berlin: Master of Economics and Management Science

Research Interests

• Time series econometrics
• Statistics of financial markets
• Multivariate distribution forecasting
• Dimension reduction

Teaching

Statistics I (Tutorial SoSe 14)
Statistics II (Tutorial WiSe 14/15)
Statistical Tools in Finance and Insurance (Lecture WiSe 15/16)

Google Scholar

My Citations

Presentations

TEDAS - Tail Event ASset Allocation

LETF options' Implied Volatility Paradox

Links

IRTG 1792 page

GitHub profile