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Dr. Karin Stürmer

KarinlochAlfred-Weber-Institute  for Economics

Email: karin.loch@awi.uni-heidelberg.de

 

 

 

 

RESEARCH INTERESTS

        Applied Macroeconometrics, Financial Econometrics, Volatility and Correlation Modeling

 

EDUCATION

        PhD in Economics, Heidelberg University,  2015

        Diploma Economics, Heidelberg University, 2011

        Diploma Mathematics, Heidelberg University, 2010

        Visiting student, Lund University, Sweden, 2007

 

WORKING EXPERIENCE

        Research and Teaching Assistant, Heidelberg University, since 2011

        PhD Trainee, European Central Bank, Frankfurt, 2014

        Intern, German Ministry of Finance, Berlin, 2010

        Student Assistant, Heidelberg University, 2009-2010

 

PUBLICATIONS

 

WORKING PAPERS

  • K. Loch (2015). “Time-varying volatility persistence in a GARCH-MIDAS framework“.

 

CONFERENCES

2015

  • Conference on Computational and Financial Econometrics (CFE), London
  • Departmental seminar, University of Heidelberg
  • Annual Meeting of the German Economic Association (Verein für Socialpolitik), Münster
  • Financial Markets and Nonlinear Dynamics (FMND) Workshop, Paris

2013

  • The Economic Analysis of Mixed Frequency Data – (EC)² Conference, Cyprus
  • Macroeconometric Workshop, Halle
  • Recent Developments in Macroeconomics, ZEW, Mannheim
  • INFINITI Conference on International Finance, Aix-en-Provence
  • Spring Meeting of Young Economists, Aarhus
  • Annual Meeting of the Society for Nonlinear Dynamics and Econometrics,  Milano
  • Research seminar, Deutsche Bundesbank, Frankfurt

2012

  • Annual Meeting of the German Economic Association (Verein für Socialpolitik), Göttingen
  • Econometric Society European Meeting, Malaga
  • The Role of Expectations in Financial Markets, ZEW, Mannheim
  • Departmental seminar, University of Heidelberg
  • Spring Meeting of Young Economists, Mannheim
  • Annual Meeting of the Society for Nonlinear Dynamics and Econometrics, Istanbul

2011

  • Macro and Financial Econometrics Conference, Heidelberg

 

SUMMER SCHOOLS

2015

  • From GARCH and stochastic volatility to realized volatility and options, Coimbra

2013

  • OMI-SoFiE Financial Econometrics Summer School, Oxford

2012

  • Advanced Time Series and Forecasting, ASSEE, Creta
  • Financial Markets and the Macroeconomy, KISSEP, Kiel

2011

  • Behavioral Finance, CEMFI, Madrid

 

TEACHING

Tutorials

  • Financial Econometrics (Winter 2015/16)
  • Statistics (Winter 2012/13, 2013/14, 2014/15)
  • Descriptive Statistics (Summer 2012, 2013, 2014, 2015)
  • Macroeconometrics (Winter 2011/12)
  • Corporate Governance (Winter 2009/10, Winter 2010/11)

PC-Tutorials

  • Statistics and Econometrics (Winter 2010/11)
  • Descriptive Statistics (Summer 2010)



 

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Latest Revision: 2017-07-17
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