Timo Dimitriadis

Research Interests

  • Financial Econometrics: Financial Risk Measures, Expected Shortfall, Backtesting, Forecast Comparison, Forecast Encompassing
  • High-Frequency Finance: High Frequency Data, Intrinsic Times, Realized Quantiles
  • Econometrics: Semiparametric Models, Efficiency Bounds, Efficient Estimation


    Curriculum Vitae

    Working Papers

    Work in Progress 

    • Dimitriadis, T. and Fissler, T. and Ziegel, J.-F. (2018), The Efficiency Gap.
    • Dimitriadis, T. (2018), M-estimation for Conditional Truncated Expectations.
    • Dimitriadis, T., Schnaitmann, J. (2018), Encompassing Tests for Higher-Order Elicitable Functionals. 

    Teaching

    • Advanced Econometrics, Theory Tutorial, Universität Konstanz, winter term 2018/2019 
    • Econometrics I, Theory Tutorial, Universität Konstanz, summer term 2017
    • Advanced Econometrics, MATLAB Tutorial, Universität Konstanz, winter term 2016/2017 and 2017/2018
    • Statistics for Economics and Social Science, Stata Tutorial, Ruprecht-Karls-Universität Heidelberg, summer term 2014
    • Introduction to Probability Theory and Statistics, Theory Tutorial, Ruprecht-Karls-Universität Heidelberg, winter term 2011/2012