Forschungsgegenstand | Research subjects
The research activities of our team at the Department of Statistics focus on applications of statistical and econometrical methods to problems in business and engineering. Different areas of Financial Econometrics constitute the main direction of the applied projects. Here we work on dynamic multivariate time-series models for financial instruments and deal with behavioral aspects of financial decision making. The second direction of our interests is related to multivariate distributions. The theoretical results established here are useful for numerous applications in praxis. Problems related to statistical surveillance are subject of the third direction of our research. Here we analyze monitoring techniques that are crucial in engineering and are recently also applied to economic processes. Finally, we start new projects which deal with the analysis of environmental data.