Philipp Christian Kless
Øster Farigmagsgade 5, Bygning 26, Bygning: 26.3.03
1353 København K
Bootstrap methods for volatility modelling.
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)