julia_web_smallWelcome to my personal homepage.

I am an assistant professor in Econometrics at Vrije Universiteit Amsterdam and a Tinbergen Institute research fellow. I obtained my Ph.D. in Economics from Humboldt-Universit├Ąt zu Berlin in 2013. My research interests include time series and financial econometrics, empirical finance, systemic risk, spatial panel econometrics, extreme value statistics, and quantile regression.

Contact:
Department of Econometrics and Operations Research
Faculty of Economics and Business Administration (FEWEB)
Vrije Universiteit Amsterdam
De Boelelaan 1105
1081 HV Amsterdam, The Netherlands

j.schaumburg at vu.nl