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:
by appointment
Teaching 25
- Sabbatical
Recent research papers
Rank test for time-varying covariance matrices observed under noise, with Reiß, M, arXiv:2601.08353, 2026.
Tests for jumps in yield spreads, with Yao, W., Journal of Business and Economic Statistics, 42, 946-957, 2024.
Inference on the maximal rank of time-varying covariance matrices using high-frequency data, with Reiß, M., Annals of Statistics, 51, 791-815, 2023.
Lars is an econometrician specializing in statistics for high-frequency data. He lectures on time series analysis and financial econometrics and serves as the principal investigator for international research projects. Lars is the author of several research papers and R-code. His empirical, policy-oriented work focuses on central bank communication, risk management, and price control in high-frequency financial markets.
