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-Universität 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.
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