معرفی
Veronika CZELLAR is a Professor in Econometrics and Data Science at SKEMA Business School, France. She holds a PhD in Econometrics and Statistics from the University of Geneva (2006) and has held academic positions at institutions including EDHEC, EM Lyon, HEC Paris, and the University of Washington. Her research focuses on simulation-based estimation, financial econometrics, and robust statistics, with publications in top journals such as the Journal of Financial Economics and Journal of Econometrics. She teaches courses on Portfolio Management, Financial Econometrics, and Data Science.
Education:
- PhD in Econometrics and Statistics, University of Geneva, 2006
- Master in Econometrics, University of Geneva, 2002
Research Interests: Her work spans simulation-based estimation, financial econometrics, robust statistics, and applications in asset pricing and M&A analysis. Recent studies include multifractal cryptocurrency dynamics and the impact of M&A rumors on transaction values.
Key Contributions: Her methods address challenges in indirect inference and robust filtering, with applications in volatility modeling and market participation analysis. She actively presents at conferences such as the Society for Financial Econometrics and SKEMA Finance Seminars.
Teaching & Mentorship: Courses include Portfolio Management, Financial Econometrics, R/VBA Programming, and Data Science. While her profile does not explicitly list students, her academic roles suggest involvement in PhD/Master’s advising.
