Here you can find a list of the courses I taught at Paderborn University until March 2026.
Angewandte Zeitreihenanalyse und Einführung in die Finanzökonometrie
Course ID:
M.184.2453
Level:
Bachelor
Role:
Tutor
Contents:
White noise, random walks, ARMA models, GARCH models, forecasting, application with R
Course language:
German
Econometrics
Course ID:
M.184.4479
Level:
Master
Role:
Tutor
Contents:
Simple and multiple linear regression, hypothesis testing, point and interval predictions, heteroskedasticity, multicollinearity
Course language:
English
Financial Econometrics and Quantitative Risk Management
Course ID:
M.184.4451
Level:
Master
Role:
Tutor
Contents:
ARMA models, short-memory GARCH-type models, forecasting, backtesting of GARCH-type models
Course language:
English
Advanced Time Series Analysis and Forecasting
Course ID:
M.184.5453
Level:
Master
Role:
Lecturer, tutor
Contents:
Seasonal time series, (semiparametric) FARIMA models, VARMA models, cointegration, (semiparametric) ACD models, high-frequency time series, FIGARCH models, multivariate GARCH models, forecasting
Course language:
English
