Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

E-mail:

konstantin.haeusler [at] hu-berlin.de

+49 30 2093-99468

Office:

Office hours:

Dorotheenstr. 1, room 110
Upon agreement

IRTG 1792 "High Dimensional Nonstationary Time Series"
School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

PhD student in Statistics, Humboldt-Universität zu Berlin

M. Sc. in Statistics, Humboldt-Universität zu Berlin

M. Sc. in Economics (VWL), Humboldt-Universität zu Berlin

B. Sc. in Economics (VWL), Humboldt-Universität zu Berlin

Research Interest

• Applied Statistics & Econometrics

• Cryptocurrency Dynamics

• Cryptocurrency ETF on CRIX

Publications

• Häusler, K., & Xia, H. (2022). Indices on cryptocurrencies: an evaluation. Digital Finance, 1-19.

Working Papers

• Rodeo or Ascot: which hat to wear at the crypto race? (with WK Härdle)

Work in Progress

• Understanding CC ETFs

Scientific Talks

• 1st Victoria Peak Conference 2021 (with Hongyu Xia)

• CRC21: Cryptocurrency Research Conference 2021 (Center of Digital Finance @ University of Southampton)
• CCC3: Cryptocurrency Conference 3 (Blockchain Research Center @ Humboldt-Universität Berlin)

Teaching

[WT 20/21] Mathematical Foundations in Finance and Insurance (with K.Khowaja & W. Härdle)

Codes and Scientific Talks

         www.quantlet.de

   www.quantinar.com