Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Thomas Bricke

Contact

E-mail:

thomas.bricke [at] hu-berlin [dot] de

Thomas Bricke
Phone:

+49 30 2093-5630

Office:

Office hours:

Spandauerstr. 1
Upon agreement

Postal address:

Ladislaus von Bortkiewicz Chair of Statistics
School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

Education

2018 - present

PhD student in statistics, Humboldt-Universität zu Berlin

2016 - 2018

M. Sc. student in statistics, Humboldt-Universität zu Berlin

2001 - 2007

Diplom-Mathematiker, Humboldt-Universität zu Berlin

Research Interest

  • Risk Models
  • Monetary measures of risk
  • Interest rate models
  • Time series econometrics