Curriculum Vitae
Downloadable Version


Personal Data

Birth date and place: March 09, 1972 in Singen (Germany)
Married since June 1999, one son (born in August 2004), one daughter (born in April 2007)


Education

Abitur: Gymnasium Radolfzell (Germany), 1991
Diploma:
Diplom-Volkswirt (Master of Economcis), University of Konstanz, 1998
PhD: Dr. rer. pol. (Economics), summa cum laude, University of Konstanz, 2003


Professional Positions

since 2007: Professor of Econometrics, School of Business and Economics,
Humboldt-Universität zu Berlin
2005-2007: Associate Professor, Department of Economics,
University of Copenhagen
2004-2005: Assistant Professor, Department of Economics,
University of Copenhagen
1998-2003: Research associate at the Center of Econometrics and Finance,
University of  Konstanz
1998-2003: Doctoral fellow and research assistant at the chair of econometrics,
Prof. Dr. Winfried Pohlmeier, University of Konstanz


Visiting Positions

April 2010:Visiting fellow at the University of Melbourne, Australia
Feb.-April 2010: Visiting professor at the University of Technology Sydney, Australia
Sept.-Nov. 2005: Visiting fellow at the University of Technology Sydney, Australia
May 2004: Visiting fellow at the Institute for Mathematical Sciences,
National University of Singapore
August 2002: Visiting fellow at the Center of Operations Research and Econometrics,
Université Catholique, Louvain-la-Neuve, Belgium
March-April 2002: Visiting fellow at the University of Technology Sydney, Australia


Other Professional Activities

since 2010: Director of the Berlin Doctoral Program in Economics and Management Science
since 2009: Member of the Econometric Council (Ökonometrischer Auschuss) of the German Economic Association
since 2007: Research fellow, Center for Financial Studies (CFS), Frankfurt
since 2007: Vice-Director of the Center of Applied Statistics and Economics (CASE), Humboldt-Universität zu Berlin
2007-2011:Affiliated member of the “Quantitative Products Laboratory” (QPL), Berlin
2007-2009: Associate fellow at the Department of Economics, University of Copenhagen
since 2006: Member of the Danish Center for Accounting and Finance (D-CAF)
2004-2006: Deputy Director, Finance Research Unit (FRU), Institute of Economics,
University of Copenhagen
since 2004: Affiliated faculty member of the Elite Graduate Program
“Finance and Information Management”,
University of Augsburg, Technical University Munich
since 2004: Research fellow, Center of Finance and Econometrics,
University of Konstanz


Research Areas

  • Econometric modelling of financial high-frequency data
  • Modelling time-varying volatility and covariances
  • Modelling market liquidity
  • Empirical market microstructure analysis
  • Information processing on financial markets
  • Empirical asset pricing and asset allocation
  • Term structure modelling
  • Latent factor models
  • Simulation-based econometric methods