Anja Janßen, new postdoc

Anja Janßen is employed as a postdoc at MATH, associated with the Insurance & Economics section. She will primarily work with Thomas Mikosch.

Her research area is extreme value theory with a focus on the extremal behavior of multivariate random variables and time series. She is particularly interested in the extremal analysis of models which are suitable for financial time series, like GARCH or stochastic volatility models.

Anja received her diploma in Mathematics-Economics from the University of Hamburg and her PhD from the University of Goettingen. After her PhD she worked as a PostDoc at the University of Hamburg.

Anja can be found in office 04.3.04.