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Logo: Institute of Statistics/Leibniz Universität Hannover
Logo Leibniz Universität Hannover
Logo: Institute of Statistics/Leibniz Universität Hannover
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Dr. Philip Bertram (delegated at the moment)

Curriculum Vitae

Education

  • 2012: PhD
  • 2009: Diploma in Economics and Management, Leibniz Universität Hannover
  • 2003: Abitur (A-Levels), KGS Hemmingen

Scientific Activities

  • Since 08/2012: Academic Council, School of Economics and Management, Institute of Statistics, Leibniz Universität Hannover
  • 2012: Research Assistant, School of Economics and Management, Institute of Statistics, Leibniz Universität Hannover
  • 2005-2008: Tutor in different courses of the basic studies at the Institute of Statistics and at the Insitute of Empirical Economics, Leibniz Universität Hannover
  • 2005-2007: Research Assistant at NIW, Niedersächsisches Institut für Wirtschaftsforschung (Lower Saxonian Institute of Economic Research)
  • 2007-2008: Research Assistant at the Institute of Empirical Economics, Leibniz Universität Hannover

Research Interests

  • Structural Breaks
  • Financial Econometrics
  • Model Risk

Selected Publications

2017

  • Leschinski, C. and Bertram, P.: Time varying contagion in EMU government bond spreads, Journal of Financial Stability, 29, 72 – 91 (link)

2015

  • Bertram, P., Ma, J., Sibbertsen, P.: Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model (WP)
  • Betram, P., Sibbertsen, P., Stahl, G.: About the impact of Model Risk on Capital Reserves: A Quantitative Analysis. Journal of Risk, 17, 69-97 (link)

2013

  • Bertram, P.: Sources of non-monotonic power in volatility break tests submitted
  • Bertram, P.: Testing for breaks in kurtosis submitted
  • Bertram, P., Kruse, R., Sibbertsen, P.: Fractional integration versus level shifts: the case of realized asset correlation. Statistical Papers, 54, 977 - 991 (link)

2010

  • Stahl, G., Sibbertsen, P., Bertram, P.: Modellrisiko = Spezifikation + Validierung. In: Handbuch Solvency II,  C. Bennemann, L. Oehlenberg,  and G. Stahl (editors), Schäffer-Poeschel-Verlag.

Conferences

  • Statistical Week, 2013, Berlin
  • 21st Symposium of the Society for Nonlinear Dynamics and Econometrics, 2013, Milan
  • Statistical Week, 2012, Vienna
  • 20st Symposium of the Society for Nonlinear Dynamics and Econometrics, 2012, Istanbul
  • Statistical Week, 2011, Leipzig

Current Teaching

  • Descriptive Statistics
  • Inductive Statistics
  • Empirical Economics
  • Seminar on quantitative Methods
  • Statistical Methods in Finance