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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
F    +49 221 470-5074
E    bastian.gribischSpamProtectionstatistik.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