CV
Personal Data
| Birth date and place: March 09, 1972 in Singen (Germany) Married since June 1999, one son (born in August 2004), one daughter (born in April 2007) |
Education
| Abitur: | Gymnasium Radolfzell (Germany), 1991 |
| Diploma: | Diplom-Volkswirt (Master of Economcis), University of Konstanz, 1998 |
| PhD: | Dr. rer. pol. (Economics), summa cum laude, University of Konstanz, 2003 |
Professional Positions
| since 2023: | Vice Rector for Infrastructure, University of Vienna |
| since 2013: | Professor of Finance and Statistics, Faculty of Business, Economics and Statistics, University of Vienna |
| 2007-2013: | Professor of Econometrics, School of Business and Economics, Humboldt-Universität zu Berlin |
| 2005-2007: | Associate Professor, Department of Economics, University of Copenhagen |
| 2004-2005: | Assistant Professor, Department of Economics, University of Copenhagen |
| 1998-2003: | Research associate at the Center of Econometrics and Finance, University of Konstanz |
| 1998-2003: | Doctoral fellow and research assistant at the chair of econometrics, University of Konstanz |
Visiting Positions
| Nov 2014: | ERID visiting fellow at Duke University, USA |
| Nov 2014: | Visiting fellow at the Institute of New Economic Thinking (INET), University of Cambridge |
| April 2010: | Visiting fellow at the University of Melbourne, Australia |
| Feb.-April 2010: | Visiting professor at the University of Technology Sydney, Australia |
| Sept.-Nov. 2005: | Visiting fellow at the University of Technology Sydney, Australia |
| May 2004: | Visiting fellow at the Institute for Mathematical Sciences, National University of Singapore |
| August 2002: | Visiting fellow at the Center of Operations Research and Econometrics, Université Catholique, Louvain-la-Neuve, Belgium |
| March-April 2002: | Visiting fellow at the University of Technology Sydney, Australia |
Other Professional Activities
| since 2019: | Member of the Advisory Board of CCPA, Central Counterparty Austria, GmbH |
| since 2018: | Scientific Advisory Board Forschungsdateninfrastruktur für Finanzdaten, SAFE, Frankfurt |
| since 2017: | Member of the Research Platform "Data Science", University of Vienna |
| since 2014: | Member of the Vienna Graduate School of Finance (VGSF) |
| 2010-2013: | Director of the Berlin Doctoral Program in Economics and Management Science |
| since 2009: | Member of the Econometric Council (Ökonometrischer Auschuss) of the German Economic Association |
| since 2007: | Research fellow, Center for Financial Studies (CFS), Frankfurt |
| 2007-2013: | Vice-Director of the Center of Applied Statistics and Economics (CASE), Humboldt-Universität zu Berlin |
| 2007-2011: | Affiliated member of the “Quantitative Products Laboratory” (QPL), Berlin |
| 2007-2009: | Associate fellow at the Department of Economics, University of Copenhagen |
| since 2006: | Member of the Danish Center for Accounting and Finance (D-CAF) |
| 2004-2006: | Deputy Director, Finance Research Unit (FRU), Institute of Economics, University of Copenhagen |
| since 2004: | Affiliated faculty member of the Elite Graduate Program “Finance and Information Management”, University of Augsburg, Technical University Munich |
| since 2004: | Research fellow, Center of Finance and Econometrics, University of Konstanz |
Honors and Awards
| Elected Fellow of the Society for Financial Econometrics | |
| Teaching award, School of Business and Economics, Humboldt-Universität zu Berlin, 2012 | |
| Dornier dissertation research prize, 2004 |
Editorships
| since 2023: | Editorial Board of Quantitative Finance |
| since 2015: | Associate Editor of Journal of Applied Econometrics |
| since 2015: | Associate Editor of Journal of Business & Economic Statistics |
| since 2015: | Associate Editor of International Journal of Forecasting |
| since 2014: | Associate Editor of Market Microstructure and Liquidity |
| since 2012: | Associate Editor of Journal of Financial Econometrics |
| 2019-2022: | Managing Editor of Quantitative Finance |
| 2012-2022: | Editorial Board of Econometrics | 2010-2016: | Associate Editor of Empirical Economics |
| 2015-2016: | Guest Editor Econometrics; Special Issue Financial High-Frequency Data |
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