Dr. Bastian Gribisch
University of Cologne
Institute of Econometrics and Statistics
Universitätsstraße 24
WiSo Building: 101, BT 3
Room: 2.325
D-50923 Cologne
T +49 221 470-7711
E bastian.gribisch
statistik.uni-koeln.de
Consultation-hour by arrangement.
Research Interests
- Multivariate stochastic volatility models
- Realized covariance
- State space models
- Simulation based inference
- Financial econometrics
Memberships
- Econometric Society
- Deutsche Statistische Gesellschaft (DStatG)
- Verein für Sozialpolitik