Ekaterina Kazak

Research Interests

  • Financial Econometrics: portfolio choice, high frequency covariance matrix estimation
  • Econometrics: robust testing, pretesting, statistical learning
  • Microeconometrics: policy evaluation, treatment effect estimation


    Curriculum Vitae

    Working Papers

    Teaching

    •  Tutorials: Financial Econometrics (Master level, winter term 2015-2019)
    •  Tutorials: Econometrics I (Bachelor level, summer term 2016-2019)
    •  Tutorials: Applied Data Science (Bachelor level, summer term 2017)