Johannes Heiny, PhD student

Johannes Heiny has been employed as a PhD student at the Department of Mathematical Sciences since 1 March 2014. He is part of the research group "Mathematical and Statistical Methods in Insurance and Economics".

Supervised by Thomas Mikosch, Johannes works on the asymptotic theory for large sample autocovariance functions with a particular interest in heavy tails and multivariate regular variation.

Johannes studied at Vienna University of Technology, where he completed his master in "Financial and Actuarial Mathematics". Writing his diploma thesis he has gained knowledge on multivariate extreme value theory and the limiting dependence structures.

Johannes sits in office 04.3.21.