UNIVERSITY OF COLOGNE

Field of research

• Copulas and dependence modeling
• Structural break testing

Refereed publications in scientific journals

• "Testing for Structural Breaks in Factor Copula Models" (with H. Manner and D. Wied, Journal of Econometrics, 2018)
• "Testing for Relevant Dependence Change in Financial Data: A CUSUM Copula Approach" (with T.Kutzker and D.Wied, Empirial Economics, 2019+)

Working Papers

• "On the applicability of a new non-parametric distribution free dependence measure test" (2018)
• "A monitoring procedure for detecting Structural Breaks in Factor Copula Models" (2018, with H. Manner and D. Wied)

Presentations

• 23. DStatG-Nachwuchsworkshop, 16.09.2017, Universität Rostock
• CFE 2017, 18.12.2017, University of London
• Spring Meeting of Young Economists 2018, 30.05.2018, Universitat de les Illes Balears

Teaching

• Tutorial "Mathematische Methoden"

• Junior-Lehrpreis der WiSo-Fakultät mit der Übung „Mathematische Methoden“ im WS 2017/2018 ("Bachelorveranstaltung größer als 70 Teilnehmer*innen")