Alexander Back

I am a doctoral student studying finance with an emphasis on statistics. My thesis is mainly concerned with estimation and inference of GARCH and stochastic volatility models. On a broad level, my main interests in the field of statistics are time series analysis (both in the classical and state space frameworks), causal inference and machine learning methods with applications in finance and economics. In finance, I am interested in asset and option pricing. 

I am proficient in R and have experience in several other programming languages. I have taught a helpdesk on SPSS in the class "statistical analysis".

My office is located on the 6th floor of the main building.