Prof. Dr. Roxana Halbleib
Head of the Chair of Statistics and Econometrics
Prof. Dr. Roxana Halbleib (née Chiriac) studied Economics at the “Alexandru Ioan Cuza” University of Iasi, Romania, and at University of Konstanz. After obtaining her doctoral degree in Econometrics in 2010 from the University of Konstanz, she went to the Université libre de Bruxelles in Belgium for a one-year post-doc. Between 2011 and 2020, she was post-doc researcher at the Chair of Economics and Econometrics at the University of Konstanz. Moreover, between 2011 and 2016, she was Margarete von Wrangell Research Fellow and between 2013 and 2019, Zukunftskolleg Fellow at the University of Konstanz.
Her research interests are at the junction between econometrics, data science, finance and computational statistics. For her research results, in 2017, she was awarded with the Wolfgang-Wetzel-Award of the German Statistical Society. Starting with 2019 she has been admitted in the Heisenberg Programme of the German Science Foundation. Since May 1, 2020 she is W3-Professor of Statistics and Econometrics at the University of Freiburg.
Office Hours
Semester break: by appointment
- Winter semester 2025/2026: Thursday, 10:15-11:15 a.m.
- 4 slots of 15 minutes each
- Online via BigBlueButton (BBB) or in presence
- Please contact Ms Hupfer (conny.hupfer@vwl.uni-freiburg.de) until Wednesday 4 p.m. (before the desired appointment) to book one or more slots and specify what you prefer: BBB or presence.
Research Interests
Financial Econometrics:
- Risk Estimation and Forecasting
- Intrinsic Time / Stochastic Subordinated Processes
- Multivariate Volatility Modelling
- (Ultra) High Frequency Data
Econometrics:
- Simulation-based Estimation Methods
- High Dimensional Data Analysis
Environmental Health Science
Publications
Projects
- DFG Project titled: “Measuring and Predicting Financial Risks from an Intrinsic Time Perspective“
- DFG Heisenberg Program with the project “Econometric Analysis and Forecasts of Financial Risks based on High-frequency data”
Teaching
Mailing address:
Chair of Statistics and Econometrics
Institute of Economics
University of Freiburg
79085 Freiburg
Germany
Visitors:
Chair of Statistics and Econometrics
Institute of Economics
University of Freiburg
Rempartstr. 16
79098 Freiburg
Germany
Email: roxana.halbleib@vwl.uni-freiburg.de
Phone: +49 761 203-2332
