SEARCH
Bereichsbild

Research

Research Interests 


Econometric Theory:

  • Volatility Models
  • Nonparametric Regression
  • Time Series Analysis

Applied Econometrics:

  • Empirical Finance/Financial Econometrics: Long Term Volatility and Dynamic Correlations, the Risk-Return Relationship, Announcement Effects, Volatility Forecasting
  • Monetary Economics: Central Bank Communication, Taylor Rules, Inflation Persistence
  • Inflation/Output Uncertainty and Macroeconomic Performance

Grants


 

Publications


Econometric Theory

Applied Econometrics 

Empirical Finance/Financial Econometrics

Monetary Economics

Inflation/Output Uncertainty and Macroeconomic Performance

 

 

Editor: Email
Latest Revision: 2017-08-03
zum Seitenanfang/up