معرفی
Timo Terasvirta is the Ladislaus von Bortkiewicz Professor of Statistics at the School of Business and Economics, Humboldt University of Berlin. His research focuses on financial econometrics, time series analysis, and dynamic risk management.
- Key affiliations: International Research Training Group 1792, Center for Applied Statistics and Economics (CASE), Collaborative Research Center 649 (Economic Risk).
- Research areas: Financial econometrics, quantile regression, copula models, climate risk, high-dimensional time series.
Recent publications emphasize tail risk modeling, hidden Markov structures, and nonparametric methods for financial and environmental applications. His work has been presented at institutions like Princeton University, Cambridge University, and London School of Economics.
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