My main research interests are extreme value theory, time series analysis, Bayesian statistics, Monte Carlo methods, and applications to financial risk assessment.
In my Ph.D. dissertation I proposed to obtain measures of market risk by using extreme value models for multivariate stationary processes. The model takes into account "stylized facts" of financial time series, such as time-varying volatility, clustering of extreme events, and cross-sectional extremal dependence. A more precise description of my dissertation is given in the abstract.
I am research assistant for Robert N. Rodriguez at SAS Institute Inc. At SAS, I am mainly involved in testing and documenting the new Statistical Graphics Using ODS in SAS 9.1.
Last updated: 2008-12-15