I am a Risk Model Validator at Rabobank. 

I completed my PhD at the department of Econometrics and Operations research at Tilburg university. 

My research interests include Time Series Analysis, Macro-Finance and Econometric Theory. 

 NEW: Working Paper

Testing for Structural Breaks in the Variance of OLS estimators. Presented at NESG-2018 Amsterdam and LESG-Beirut-LAU.

Disclaimer: The views on this page or in any of the papers presented dont represent the financial institution I am associated with, but are solely the author's responsibility.