Research Interests


  • Change-point Analysis

  • Functional Data Analysis

  • Time Series Analysis

  • High Dimensional Data

  • Credit and Market Risk

  • Financial Engineering

  • Extreme Value Statistics
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    Some useful links

    Frankfurt School of Finance and Management

    Stochastics group at University of Cologne

  • Workgroup of
    Prof. Dr. Josef G. Steinebach
  • Homepage of
    Prof. Dr. Josef G. Steinebach
  • Homepage of
    Prof. Dr. Dr. Hanspeter Schmidli
  • Homepage of
    Prof. Dr. Wolfgang Wefelmeyer
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