Roman Liesenfeld

Roman Liesenfeld is a Professor for Statistics and Econometrics at the University of Cologne since 2013, affiliated with the Faculty of Economics and Social Sciences and the Department of Economic and Social Statistics. Previously, he served as Professor of Statistics at the University of Kiel (2003-2013) where he was Dean of the Department of Business, Economic and Social Science (2011-2012), and held positions at the University of Pittsburgh and University of Tübingen.

His educational background includes a Doctoral degree (Dr. rer. pol.) from the University of Tübingen (1998) following research assistant work there (1993-1998), and a Diploma (Diplom-Volkswirt) from the University of Mannheim (1993). He completed his Habilitation in statistics and econometrics at the University of Tübingen in 2002.

Liesenfeld's research focuses on econometrics and statistical methods with applications in financial markets. His work spans time series analysis, volatility modeling, Bayesian statistics, and computational statistics. He has made significant contributions to understanding stock market volatility, portfolio optimization, and state-space representations in econometric models, addressing methodological challenges while maintaining connections to practical applications in finance and economics.

His research publications demonstrate a consistent focus on innovative statistical methods for complex economic problems, particularly in volatility modeling and Bayesian computation, appearing in top-tier journals including the Journal of Econometrics, Journal of Business & Economic Statistics, and The Review of Economic Studies.

Professor Liesenfeld is a member of the German Economic Association and the German Statistical Society. Since 2013, he has served as an Associate Editor of Empirical Economics. He has maintained international research collaborations through visiting positions at the Universidade Federal de Santa Catarina in Brazil (2018, 2023) and the University of Pittsburgh in the United States (2007, 2015, 2000), reflecting the global impact of his work.