Konstantin Häusler

Konstantin Häusler is a Researcher affiliated with the School of Business and Economics at Humboldt University of Berlin. He is actively involved in the IRTG 1792 research group focused on High Dimensional Nonstationary Time Series.

• Education
  • PhD in Statistics (Humboldt University of Berlin, 2019–present)
  • M.Sc. in Statistics (Humboldt University of Berlin, 2017–2021)
  • M.Sc. in Economics (Humboldt University of Berlin, 2015–2019)
  • B.Sc. in Economics (Humboldt University of Berlin, 2012–2015)

Research Interests: Häusler specializes in applied statistics and econometrics within cryptocurrency dynamics, particularly focusing on the CRIX index and cryptocurrency ETFs. His work intersects quantitative finance with blockchain technologies.

Publications: Häusler co-authored a peer-reviewed article in Digital Finance (2022) analyzing cryptocurrency indices. He also contributes to working papers on topics like crypto ETFs and market strategy frameworks (e.g., Rodeo or Ascot: which hat to wear at the crypto race?).

Teaching & Collaboration: In Winter Term 2020/21, he co-taught Mathematical Foundations in Finance and Insurance with Kainat Khowaja and Wolfgang Härdle. Häusler is a core contributor to the Quantlet and Quantinar platforms for reproducible research.