Statistical modelling
Office: V8-234 (UHG).
Office hours: on appointment.
Email: katharina.ammann@uni-bielefeld.de.
Phone: +49 521 106 5104.
Web profiles: LinkedIn.
Academic career
- Since September 2024: research associate and PhD student, Bielefeld University.
- April 2021-August 2024: M.Sc. in economics, University of Münster.
- October 2017-March 2021: B.Sc. in economics, University of Bonn.
Talks
Contributed talks (2)
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Modelling value-at-risk and expected shortfall using Markov-switching generalised additive models for location, scale, and shape. 7th Joint Statistical Meetings of the Deutsche Arbeitsgemeinschaft Statistik (DAGStat), Berlin, March 2025.
- Modelling value-at-risk and expected shortfall using Markov-switching generalised additive models for location, scale, and shape. 14th Young Researchers Workshop of the Centre for Statistics (ZeSt), Bielefeld, December 2024.
Poster presentations (1)
- Modelling value-at-risk and expected shortfall using Markov-switching generalised additive models for location, scale, and shape. Macro and Financial Econometrics Workshop, Heidelberg, April 2025.