Curriculum Vitae Michael Vogt
Curriculum Vitae Michael Vogt
Curriculum Vitae Michael Vogt
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Contact<br />
<strong>Curriculum</strong> <strong>Vitae</strong><br />
<strong>Michael</strong> <strong>Vogt</strong><br />
Office L7 3-5, 68131 Mannheim, Germany<br />
Email mivogt@staff.mail.uni-mannheim.de<br />
Phone 0049 (0) 621 181 1941<br />
Webpage http://mammen.vwl.uni-mannheim.de/1919.0.html<br />
Personal Data<br />
Date of Birth 7 November 1979<br />
Place of Birth Aalen, Germany<br />
Nationality German<br />
Marital Status Unmarried<br />
Education<br />
09/2007 – now University of Mannheim<br />
Ph.D. Student at the Center for Doctoral Studies in Economics<br />
Supervisor: Prof. E. Mammen<br />
05/2011 – 07/2011 London School of Economics<br />
Visiting Ph.D. Student<br />
10/2000 – 07/2006 University of Heidelberg<br />
Master in Philosophy (major), Mathematics (minor),<br />
and Economics (minor)<br />
(Grade: 1.2)<br />
10/2003 – 10/2004 University of Oxford<br />
Visiting Student in Mathematics and Philosophy<br />
Scholarships<br />
09/2007 – 09/2008 Ph.D. Scholarship of the German Research Foundation<br />
(Deutsche Forschungsgemeinschaft)<br />
Research Interests<br />
Financial Econometrics; Non- and Semiparametric Curve Estimation; Generalized Additive<br />
Models; Locally Stationary Time Series<br />
1
Working Papers / Work in Progress<br />
03/2011 Locally Stationary Multiplicative Volatility Modelling<br />
joint with Christopher Walsh<br />
07/2011 Nonparametric Regression for Locally Stationary Time Series<br />
08/2011 Structural Breaks and Nonlinearities in Realized Volatility<br />
joint with Enno Mammen and Matthias Fengler<br />
Seminar and Conference Presentations<br />
08/2010 European Meeting of Statisticians, University of Piraeus<br />
Locally Stationary Multiplicative Volatility Modelling<br />
11/2010 Econometrics Seminar, University of St. Gallen<br />
Structural Breaks and Nonlinearities in Realized Volatility<br />
05/2011 Econometrics Seminar, London School of Economics<br />
Nonparametric Regression for Locally Stationary Time Series<br />
06/2011 Workshop of the DFG Research Group FOR916, Mannheim<br />
Nonparametric Regression for Locally Stationary Time Series<br />
together with various seminar presentations at the University of Mannheim<br />
Teaching<br />
Fall 2008 Econometrics I<br />
Lecture for Ph.D. Students<br />
Spring 2010 Introduction to Econometrics<br />
Exercise for Bachelor Students<br />
Fall 2010 Mathematical Econometrics and Statistics<br />
Exercise for Bachelor/Master Students<br />
Spring 2011 Introduction to Econometrics<br />
Exercise for Bachelor Students<br />
Work Experience<br />
07/1999 – 07/2000 Community Service at the German Red Cross<br />
09/2006 – 03/2007 Internship at the Carl Zeiss AG, Inhouse Consulting<br />
Additional Skills<br />
Languages German (native), English (fluent), French (sound)<br />
Programming R, C, MATLAB<br />
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