Former Staff Members
Tomas Polak
polaktox@wiwi.hu-berlin.de
Oliver Blaskowitz
Research Areas: Applied Quantitative Finance, Forecasting
Present Employer: Landesbank Berlin AG
Dr. Markus Krätzig
Period of Employment: 09/2003 - 08/2008
Title of Dissertation: A Software Framework for Data Based Analysis, defended 02.2005
Main Research: Time Series Analysis, VAR/VECM Models, Nonlinear Filters, nonlinear Solution and Estimation of DSGE Models, Software Engineering
Present Employer: Capgemini SD&M AG
Email: mk{at}mk-home{.}de
Lada Kyj, PhD
Research Areas: Econometric modelling of financial high-frequency data, High dimensional covariance estimation, Modelling time-varying covariance and liquidity, Empirical asset pricing and asset allocation
Present Employer: Barclays Capital, New York City
Lars Jul Overby, PhD
Research Areas: High-frequency data, market microstructure, macro-finance
Present Employer: Nykredit, Copenhagen
Email: lars {at} juloverby {.} dk
Dipl.-Volksw. Jana Riedel
Period of Employment: 06/2006 - 10/2008
Research Areas: Empirical Macroeconomics, Time Series Analysis, Regime Switching Models
Present Employer: Prof. Dr. Bernd Kempa, Institut für internationale Ökonomie, Westfälische Wilhelms-Universität Münster
Email: Jana{.}Riedel{at}wiwi{.}uni{-}muenster{.}de
Fuyu Yang, PhD
Research Areas: Bayesian inference in nonlinear time series, Time Series Density Forecast and Forecast Evaluations
Present Employer: University of East Anglia, London
Email: Fuyu{.}Yang{at}uea{.}ac{.}uk
