Direkt zum InhaltDirekt zur SucheDirekt zur Navigation
▼ Zielgruppen ▼

Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Elena Ivanova

Contact

E-mail:

ivanovae [at] hu-berlin.de

Phone:

+49 30 2093-99463

Office:

Office hours:

Dorotheenstr. 1, room 003
Upon agreement

Postal address:

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

Education

 

10/2019-02/2020 Visiting Scholar at Xiamen Univerity, China
2018 - present PhD student in Statistics, Humboldt-Universität zu Berlin  
2007 - 2010 Master of Science at BMS, Humboldt-Universität zu Berlin
2006 - 2007 Master in Applied Mathematics, Sofia University
2000 - 2004 Bachelor in Applied Mathematics, Sofia University

Research Interest

  • Quantile Preferences

  • Quantile and Expectile Regressions

  • Expectile Preferences

 

Work in progress

  • "Tales of Sentiment Driven Tails" (using Quantile Preferences) with W. K. Härdle, C. Cheng, J. Barunik

  • "Expectile regression for CDS spread" with X. Cheng

Scientific Talks

2019

  • "On the dual nature of Expectiles", Buckow, Germany

  • "Advances on Quantile Preferences", Hsinchu, Taiwan (online)

  • "Some aspects of Expectile", Xiamen, China (28th of December 2019)