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Humboldt-Universität zu Berlin -

Former Staff Members

Martina Albers

 

Ulrike Berger

 

Dr. Ruihong Huang

Ruihong holds an M.Sc. degree in Economics from University of Copenhagen, Denmark. After one and half year studying in numerical analysis in Royal Institute of Technology (KTH), Sweden, he joined Quantitative Products Laboratory and Chair of Econometrics in Humboldt Universität zu Berlin as a PhD student in February 2008 and is currently working on econometric modelling of the limit order book with ultra-high-frequency limit order data.

E-mail: ruihong.huang@wiwi.hu-berlin.de

 

Prof. Dr. Melanie Schienle

Period of Employment: 11/2008-09/2012

Research Areas: Non-and semiparametric regression for nonstationary time series, Dimension reduction techniques, Semiparametric methods, Generated regressors, Multivariate risk, systemic risk

Present Employer: Leibniz Universität Hannover

Email: schienle@ewifo.uni-hannover.de

 

Dr. Axel Groß-Klußmann

axel.gross-klussmann@wiwi.hu-berlin.de

 

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