Philipp Christian Kless

Short presentation

Current research:
Bootstrap methods for volatility modelling.

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

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

Teaching:

• 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