Education
Ph.D., University of Bremen, Germany, (Dr. rer. pol.), 2003
M.S. Math., University of Bremen, Germany, (Diplom-Mathematiker), 2002
M.S. Econ., University of Bremen, Germany, (Diplom-Ökonom), 1999

Courses Taught
ECON 2035 - Money/Banking/Macroeconomic Activity
ECON 4540 - Economic Forecasting
ECON 7610 - Mathematics for Economists
ECON 7630 - Econometric Methods
ECON 7633 - Dynamic Econometric Theory

Interests
Research Interest: Time Series Econometrics, Mathematics in Econometrics and Finance

Selected Research Publications
''The Benefits of Bagging for Forecast Models of Realized Volatility.'' Econometric Reviews, forthcoming,With Marcelo Medeiros.

''Pricing Options on Film Revenue.'' RISK, 22, May 2009: 80-86. With Don M. Chance and Jimmy E. Hilliard.

''Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility.'' Journal of International Financial Markets, Institutions, and Money, 19, 2009: 490-505. With Gunther Schnabl and Yasemin Ulu.

''Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue.'' Management Science, 54, 2008: 1015-1028. With Don Chance and Jim Hilliard.

''A Structural Break in the Effects of Japanese Foreign Exchange Intervention on Yen/Dollar Exchange Rate Volatility.'' Journal of International Economics and Economic Policy, 5, 4, 2008: 389-401. With Gunther Schnabl.

''Neglecting Parameter Changes in GARCH Models.'' Journal of Econometrics, 129, 2005: 121-138

Employed by LSU since
8/18/2003