Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Ioana Andreea Duca

E-mail: ducaioaa@hu-berlin.de
ioana-3
Phone: +49 30 2093-1470
Fax: +49 30 2093-5649
Office hours: upon agreement
SPA1, room 311
Mail address: Humboldt-Universität zu Berlin
School of Business and Economics
Ladislaus von Bortkiewicz Chair of Statistics
Unter den Linden 6
10099 Berlin
Germany

Education

  • October 2010 - present co-advising PhD Program in Statistics: Humboldt-Universität zu Berlin and Academy of Economic Studies Bucharest
  • September 2008 – January 2010 MSc in Econometrics, University of Amsterdam
  • October 2004 – July 2008 BSc in Cybernetics, Statistics and Economic Computation, Academy of Economic Studies Bucharest

Research Interests

  • non-parametric modelling, pricing kernels, physical density estimation, non-stationary time series, monetary-exchange rates-financial macroeconomics

Teaching

  • October 2011 – January 2012 Multidimensional Data Analysis (tutorial), Academy of Economic Studies, Bucharest