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Prof. Dr. Roxana Halbleib

Head of the Chair of Statistics and Econometrics

roxana

Dr. Roxana Halbleib (née Chiriac) studied Economics at the "Alexandru Ioan Cuza" University of Iasi, Romania, and at University of Konstanz. After obtaining her doctoral degree in Econometrics in 2010 from the University of Konstanz, she went to the Université libre de Bruxelles in Belgium for a one-year post-doc. Between 2011 and 2020, she was post-doc researcher at the Chair of Economics and Econometrics at the University of Konstanz. Moreover, between 2011 and 2016, she was Margarete von Wrangell Research Fellow and between 2013 and 2019, Zukunftskolleg Fellow at the University of Konstanz. 

Her research interests are at the junction between econometrics, data science, finance and computational statistics. For her research results, in 2017, she was awarded with the Wolfgang Wetzel Award of the German Statistical Society. Starting with 2019 she has been admitted in the Heisenberg Programme of the German Science Foundation. Since May 1, 2020 she is W3-Professor of Statistics and Econometrics at the University of Freiburg.

Curriculum Vitae

Contact

Mailing address:

Chair of Statistics and Econometrics
Institute of Economics
University of Freiburg
79085 Freiburg
Germany

Visitors:

Chair of Statistics and Econometrics
Institute of Economics
University of Freiburg
Rempartstr. 16
Office: 01020
79098 Freiburg
Germany

Email: roxana.dumdummymyhalbleib@vwl.uni-dudummymmyfreiburg.de
Phone: +49 761 203-2332

 

Office hours:

  • Monday 4-6pm
  • Online through BigBlueButton (BBB)
  • 8 slots of 15 minutes each
  • If you are registered in Ilias for one of my classes I currently offer, please follow the link of my office hours to choose one of the slots. You will receive an email with the link and password to BBB where the corresponding office hour will take place.
  • If otherwise, please contact Mrs. Hupfer (conny.hupfer@vwl.uni-freiburg.de) until Monday, 10am, in order to receive a slot.

 

 

Research Interests

  • (Ultra) High Frequency Data
  • High Dimensional Data Analysis
  • Risk Estimation and Forecasting
  • Simulation-based Estimation Methods

 
 

Peer-reviewed pulications

 

Other Publications

 

Edited Books

 

Working Papers

  • Calzolari, G. and Mücher, C., "Sequential Estimation of Multivariate Factor Stochastic Volatility Models", 2020
  • Dimitriadis, T. and Streicher, S., "Estimating Realized Variance: An Intrinsic Time Approach", 2019

 

Projects

 

Teaching