Daniela Osterrieder

Staff portrait: Daniela Osterrieder

Daniela Osterrieder is a postdoc at the Department and is affiliated with CREATES.

How long have you been employed at the Department of Economics and Business?
2.5 years

What is your background?
I did my undergrad and MSc studies in econometrics and operations research at Maastricht University. I also obtained an MPhil degree in economic and financial research from there, as well as a PhD degree in finance. In 2011 I joined CREATES as a post-doc.

What are your main areas of research?
Financial econometrics and empirical asset pricing - both with a particular focus on fractionally integrated time-series processes.

What research projects are you working on at the moment?
I work on term-structure of interest rates models, allowing interest rates to exhibit long memory. In addition, I am collaborating with a professor in Mexico, looking at econometric problems that arise in return predictions with persistent regressors. I also work on two projects with CREATES members; one, where we consider estimation issues in standard capital asset pricing model (CAPM) regressions; the other one investigates the relation between stock price volatility and volume.

What are you involved in teaching-wise at the moment?
I just finished teaching "empirical finance"; a master course for Econ students.

Are you planning to take part in any conferences or the like abroad in the near future?
I think I'm all "conferenced out" for the moment. June was fairly busy conference-wise... I attended the SoFiE meeting in Singapore in early June, organized a conference in Maastricht on "advances in quantitative economics" mid-June, and co-organized the "long-memory symposium" in Aarhus end of June.

Are you expecting any visiting researchers from abroad in the near future (or have you had any visitors from abroad recently)?
My former PhD advisor from Maastricht, Peter Schotman, will probably come to Aarhus sometime in the fall.

Are you cooperating with researchers from other departments at AU at the moment?

What do you do when you are not at work?
I recently decided that just paying for the AU gym was not very economical of me... So now I try to actually go there 2-3 times a week.

Supplementary question from Eric Hillebrand: "If you could pick a salad dressing for the staff canteen, which one would it be?"
I'm strictly a "salad teriyaki" gal ;-)

Please give us your suggestion for the next department staff member to be presented:
Julia Nafziger

What specific supplementary question would you like him or her to answer?
If you could pick any city in the world to live in, which one would that be and why?

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