Ulrich Hounyo

Staff portrait: Ulrich Hounyo

Ulrich Hounyo is postdoc at the Department and is affiliated with CREATES.

How long have you been employed at the Department of Economics and Business Economics?
Since March 2014, so that is fifteen months by now.

What is your background?
I am originally from Benin. I completed a BSc. in Statistics in Benin and an MSc. in Statistics and Economics in Ivory Coast.

I continued my education by studying Economics in Canada where I received my PhD in economics in 2013 from University of Montreal.

I moved to Aarhus in March 2014 as a postdoc. Before that, I was a postdoctoral research fellow at University of Oxford (St Anne's College & Oxford-Man Institute) and jointly affiliated with CREATES.

What are your main areas of research?
My main areas of research are Econometrics, Time Series Analysis, and Financial Econometrics.

My primary research interest is the econometrics of high frequency financial data. In this field, one main objective of my research is to develop bootstrap methods for high-frequency financial data. One advantage of the bootstrap is that it often provides a more accurate approximation to the finite-sample distribution of an estimator than its asymptotic distribution.

I work with tick-by-tick financial data for the purpose of developing bootstrap methods to help better understand the data process underlying the markets, and hence improve portfolio selection, risk management, hedging and the price of derivatives etc.

What research projects are you working on at the moment?
I am working on several projects at the moment.

  • Bootstrap inference for test for jumps in noisy high frequency data, joint work with Kim Christensen and Mark Podolskij.
  • Bootstrapping multi-stage QMLE, joint work with Silvia Gonçalves, Andrew J. Patton and Kevin Sheppard.
  • Bootstrapping Brownian semi-stationary processes, joint work with Mikkel Bennedsen, Asger Lunde and Mikko Pakkanen.

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

Are you planning to take part in any conferences or the like abroad in the near future?
Not in the near future.

Are you expecting any visiting researchers from abroad in the near future (or have you had any visitors from abroad recently)?

Are you cooperating with researchers from other departments at AU at the moment?
I am in research collaborations with people from the Department, and I am also participating in research projects that involve the Department of Mathematics at AU.

What do you do when you are not at work?
Outside working hours I spend most of my time together with my lovely wife and our daughter who will be three years old in July. Apart from that I very much enjoy cooking. Finally, I like to watch TV news.

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