Springe direkt zu Inhalt

Lars Winkelmann

School of Business and Economics
Boltzmannstraße 20
Raum 301
14195 Berlin

Tel:+49 30 838 52295 
lars.winkelmann (at) fu-berlin.de

Office hours:
Tuesdays 3:00-4:00 p.m.

Teaching 23/24

  • Econometric Analysis I (MA: Economics, Statistics, FACTS)
  • Econometrics I (PhD: BDPEMS/DRS/DIW/BSE)
  • Multivariate Statistical Methods and Applications (MA Seminar: Economics, Statistics)

Recent research papers

Tests for jumps in yield spreads, with Yao, W., SSRN-id4558472, 2023.

Inference on the maximal rank of time-varying covariance matrices using high-frequency data, with Reiß, M., Annals of Statistics, 51, 791-815, 2023.

Cojump anchoring, with Yao, W., FU Discussion Paper, 2020/17, 2020.

Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book, with Bibinger, M. and Neely, C., Journal of Econometrics, 209, 158-184, 2019.