Markus Fülle, M.Sc.
Research interests
- Copula modeling
- Markov switching time series models
- Risk measurement
- Conditional volatility processes
Teaching
- Großübung Statistik (WS2019/20, SS2020, WS2020/21, SS2021, WS2021/22)
- Mathevorkurs (SS2022)
Working Papers
- A Multivariate Markov-Switching GARCH Model with Copula-Distributed Innovations (with H. Herwartz)
- Predicting Tail Risks by a Markov Switching MGARCH Model with Varying Copula Regimes (with H. Herwartz)
Statistical Software