Personal webpage
https://sites.google.com/view/christopherpwalsh

Brief CV

  • 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