Philipp Christian Kless

Philipp Christian Kless


Current research:
Bootstrap methods for volatility modelling.

Research interests:
Financial Econometrics. Econometric Theory. GARCH.
Bootstrap for financial and economic time series.

2015: M.Sc., Economics, University of Copenhagen.
2012: B.Sc., Economics, University of Mannheim.


  • TA for Financial Econometrics A | Univariate Volatility models, including GARCH, Stochastic Volatility and Realized Volatility.
    (Fall Term 2013, 2014, 2015 and 2016)
  • TA for Econometrics C | Models for time series, and cross section data. Estimation principles such as OLS, MLE, and GMM. 
    (Spring Term 2014, and Fall Term 2014)
  • TA for Advanced Macroeconometrics | The Cointegrated VAR model.(Spring 2016)

Supervisor: Anders Rahbek and Rasmus Søndergaard Pedersen

ID: 143260169