Close sidebar Home » Alumni » Max Weber Alumni Bio Open sidebar menu Christine Balter, Janine Economist Deutsche Bundesbank, Germany [email protected] Germany Max Weber alumnus Department of Economics Cohort(s): 2012/2013 Ph.D. Institution Saarland University, Germany Biography My main field of research lies in the area of Financial Econometrics. In particular I am interested in the investigation and the understanding of the behaviour of time-series, like asset prices. I took my diploma in Mathematics with a focus on statistics at Saarland University where I also achieved my pre-diploma in Business Administration. After this I joined the Department of Statistics and Econometrics where I began my Ph.D. studies, supported by a Landesgraduiertenförderung Fellowship. I expect to complete my doctoral dissertation in Economics in the summer of 2012. The work, titled, Asymmetric risk management using intradaily OHLC-data, is concerned with the investigation of financial data, in particular with the estimation and the forecasting of volatility measures as well as the detection of unexpected upside or downside movements. The underlying data is assumed to follow a time-continuous stochastic process in order to model high-frequency data appropriately. Besides this I work as a research assistant for the Department "Economics and Sociology of sport'' where I am involved in various projects concerned with the investigation of the role of doping and of volunteer work in sport. As a lecturer I have taught various courses in statistics for undergraduate mathematicians and business students as well as in applied statistics and the design of experiments for graduates.