Seal element of the university of freiburg in the shape of a clover

Research

The research of the Chair covers a diverse array of topics, including financial econometrics, time series analysis, applied econometrics, computational econometrics, and the integration of machine learning techniques in finance. A detailed outline of the research areas is provided below.

Browse our research topics

Financial Econometrics:

Time Series:

Applied Econometrics:

Computational Econometrics:

Machine Learning:

Environmental Health Science:

Research Papers

Paper of Prof. Halbleib and Jasper Rennspies accepted
in JoE

The Paper Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models written by Timo Dimitriadis, Roxana Halbleib, Jeannine Polivka, Jasper Rennspies, Sina Streicher, Axel Friedrich Wolter has been accepted for publication in the Journal of Econometrics (JoE).

Read the paper

Publications