Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

E-mail:

irtg1792.wiwi [at] hu-berlin.de

+49 30 2093 99469

Office:

Office hours:

Dorotheenstr. 1, room 1.06

Upon agreement

IRTG 1792 "High Dimensional Nonstationary Time Series"
School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

PhD, Humboldt-Universität zu Berlin  

1. Supervisor: Professor Dr. rer. nat. Wolfgang K. Härdle

2. Supervisor: Professor Dr. iur. Dr. phil. Stefan Grundmann

3. Supervisor: Professor Cathy Yi-Hsuan Chen Ph.D.

4. Supervisor: Professor Dr. Carsten Trenkler

Scientific Work

• Zinovyeva E, Reule RCG, Härdle WK (2021) Understanding Smart Contracts: Hype or Hope? DOI: https://dx.doi.org/10.2139/ssrn.3804861.
• Petukhina A, Reule RCG, Härdle WK (2020) Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies. European Journal of Finance. https://doi.org/10.1080/1351847X.2020.1789684.
• Härdle WK, Harvey C, Reule RCG (2020) Understanding Cryptocurrencies. Journal of Financial Econometrics. DOI: https://doi.org/10.1093/jjfinec/nbz033.

Work in Progress

• Non-Fungible Tokens as alternative assets
• Smart Derivative Contracts on Ricardian Constructions

Research interests

• Blockchain Applications
• Smart Contracts
• Ricardian Contracts