Since October 2022: Postdoc at the Institute of Statistics, Ulm University
October 2021 – October 2022: Postdoc at the Institute for Finance and Statistics, University of Bonn
July 2018 – October 2021: Postdoc at the Department of Statistics, TU Dortmund University
July 2014 – July 2018: Postdoc at the Department of Statistics and Operations Research, University of Vienna
September 2007 – July 2014: Doctoral Student at the Economics Department, University of Mannheim
October 2006 – July 2007: MA Economics, Ludwig Maximilian University München
October 2002 – July 2005: BSc Econometrics and Mathematical Economics, London School of Economics
Publications
Walsh. C., Vogt, M. (2022+). Locally Stationary Volatility Modelling. Journal of Business & Economic Statistics, forthcoming. doi.org/10.1080/07350015.2022.2036612
Vogt, M., Walsh, C. (2019). Estimating Nonlinear Additive Models with Nonstationarities and Correlated Errors. Scandinavian Journal of Statistics, 46 (1), 160 – 199. doi.org/10.1111/sjos.12342