Former Staff Members
Present Employer: Institute for Employment Research (IAB), Nürnberg
Present Employer: European University Viadrina, Frankfurt (Oder)
Present Employer: European University Viadrina, Frankfurt (Oder)
Prof. Dr. Bernd Droge
Present Employer: Retired
Dr. Vahidin Jeleskovic - vahidin.jeleskovic@hu-berlin.de
Martina Albers
Ulrike Berger
Dr. Ruihong Huang
Ruihong holds an M.Sc. degree in Economics from University of Copenhagen, Denmark. After one and half year studying in numerical analysis in Royal Institute of Technology (KTH), Sweden, he joined Quantitative Products Laboratory and Chair of Econometrics in Humboldt Universität zu Berlin as a PhD student in February 2008 and is currently working on econometric modelling of the limit order book with ultra-high-frequency limit order data.
E-mail: ruihong.huang@wiwi.hu-berlin.de
Prof. Dr. Melanie Schienle
Period of Employment: 11/2008-09/2012
Research Areas: Non-and semiparametric regression for nonstationary time series, Dimension reduction techniques, Semiparametric methods, Generated regressors, Multivariate risk, systemic risk
Present Employer: Leibniz Universität Hannover
Email: schienle@ewifo.uni-hannover.de
Dr. Axel Groß-Klußmann
axel.gross-klussmann@wiwi.hu-berlin.de
Tomas Polak
polaktox@wiwi.hu-berlin.de
Oliver Blaskowitz
Research Areas: Applied Quantitative Finance, Forecasting
Present Employer: Landesbank Berlin AG
Dr. Markus Krätzig
Period of Employment: 09/2003 - 08/2008
Title of Dissertation: A Software Framework for Data Based Analysis, defended 02.2005
Main Research: Time Series Analysis, VAR/VECM Models, Nonlinear Filters, nonlinear Solution and Estimation of DSGE Models, Software Engineering
Present Employer: Capgemini SD&M AG
Email: mk{at}mk-home{.}de
Lada Kyj, PhD
Research Areas: Econometric modelling of financial high-frequency data, High dimensional covariance estimation, Modelling time-varying covariance and liquidity, Empirical asset pricing and asset allocation
Present Employer: Barclays Capital, New York City
Lars Jul Overby, PhD
Research Areas: High-frequency data, market microstructure, macro-finance
Present Employer: Nykredit, Copenhagen
Email: lars {at} juloverby {.} dk
Dipl.-Volksw. Jana Riedel
Period of Employment: 06/2006 - 10/2008
Research Areas: Empirical Macroeconomics, Time Series Analysis, Regime Switching Models
Present Employer: Prof. Dr. Bernd Kempa, Institut für internationale Ökonomie, Westfälische Wilhelms-Universität Münster
Email: Jana{.}Riedel{at}wiwi{.}uni{-}muenster{.}de
Fuyu Yang, PhD
Research Areas: Bayesian inference in nonlinear time series, Time Series Density Forecast and Forecast Evaluations
Present Employer: University of East Anglia, London
Email: Fuyu{.}Yang{at}uea{.}ac{.}uk