My main field of research lies in the area of Financial Econometrics. In particular I am interested in the investigation and the understanding of price processes and its volatility.

From September 2012 until September 2013 I followed the Max Weber  programme at the European University Institute (EUI) in Florence under the Mentorship of Peter Hansen.

At the moment I am involved in a bank project on risk bearing ability.

Research Interests:

Time Series Analysis, High-Frequency Data,
High-Low Prices, Volatility Estimation,
Risk Measurement, Time-continuous models,
Forecasting, Jumps.