SUCHE
Bereichsbild

Research

Research Interests 


Econometric Theory:

  • Volatility Models
  • Mixed Data Sampling
  • 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

Book Reviews

 

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Letzte Änderung: 14.04.2021
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