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Sprechstunde nach Vereinbarung.

Publications

• „Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall“, Forthcoming in Journal of Financial Econometrics (2017). (Link) 

Working Papers

• "Efficient Maximum Likelihood Estimation for Income Distributions using Grouped Data" (2017, with B. Gribisch). (PDF)

Presentations

• “Efficient Maximum Likelihood Estimation for Income Distributions using Grouped Data”, Verein für Socialpolitik (VfS) Annual Conference, Vienna, Austria, September 03-06, 2017. 

• „Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall“, 70th European Meeting of the Econometric Society (ESEM), Lisbon, Portugal, August 21-25, 2017. 

• „Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall“, 9th International Conference on Computational and Financial Econometrics (CFE), London, UK, December 12-14, 2015. 

• „Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall“, International Association for Applied Econometrics (IAAE) Annual Conference, Thessaloniki, Greece, June 25-27, 2015. 

• „Modeling Systemic Risk: Marginal Expected Shortfall and Dynamic Extensions“, Statistische Woche, Hannover, Germany, September 16-19, 2014. 

Field of research

• Financial Econometrics

• Systemic Risk

• Copulas and Dependence Modeling

• Parametric Income Distributions

Teaching

Exercise in "Descriptive and Economic Statistics" (Bachelor) 

Exercise in "Theory of Probability and Inferential Statistics" (Bachelor) 

Exercise in "Econometrics" (Master)