I am an Associate Professor at the Department of Finance at Vrije Universiteit Amsterdam. In addition, I am a research fellow at the Tinbergen Institute. Under supervision of Dick van Dijk and Michel van der Wel, I obtain my PhD at the Tinbergen Institute/Econometric Institute at the Erasmus University Rotterdam in February 2014. I hold a master's degree in financial econometrics with honors from Erasmus University Rotterdam.
My research interests include financial econometrics, time series econometrics, risk management, volatility modeling, and copulas. See my personal webpage for a list of publications and working papers.
In 2021, I won a VIDI award on my research proposal entitled ''Heterogeneity in extreme risks in high dimensions'''.
I teach various courses at Vrije Universiteit Amsterdam:
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