Forschungsinteressen:

• Copulas
• Pair-copula constructions
• Lévy copulas
• Pair Lévy copula constructions

Publikationen:

• Vine constructions of Lévy copulas (with O.Grothe), 2013, Journal of Multivariate Analysis, accepted for publication.

Konferenzbeiträge:

• 20th International Conference on Computational Statistics (COMPSTAT 2012), Limassol, Cyprus
• Copulae in mathematical and quantitative finance (2012), Kraków, Poland
• Workshop Statistics of Lévy-driven Models (2012), Ulm, Germany
• DStatG-Nachwuchsworkshop (2011), Leipzig, Germany
• 4th Workshop on Vine Copula Distributions and Applications (2011), Munich, Germany