Ekaterina (Katya) Kazak
Welcome!
I am a lecturer (Assistant Professor) at the Department of Economics, University of Manchester, UK.Â
I did my PhD in Konstanz, Germany under the supervision of Winfried Pohlmeier.
My research interests are:
Financial Econometrics: portfolio choice, Value-at-Risk and Expected Shortfall forecasting
Econometrics: robust inference, bootstrap, pretesting, statistical learning and forecast evaluation