Veronika Czellar
Professor
Econometrics
EDHEC Business School
France
Biography
Professor Veronika Czellar completes her Bachelor’s degree in Mathematics, minor in Economics and Finance and Master’s degree in Econometrics from University of Geneva, in 2000 and 2002 respectively. She completed her Doctorate (PHD) in Econometrics and Statistics from University of Geneva, in 2006. She has number of Academic Appointments and Visiting Positions. Dr. Veronika Czellar, has Teaching experience during 2007-2015 and at present she is working as professor of Econometrics at EDHEC Business School, France. She holds Doctoral Committee Membership, Awards and Prizes, Conference Organization and Research publications. Her Research interests include Simulation-based methods (particle filters, indirect inference), Robust statistics, Financial econometrics.
Research Interest
Simulation-based methods (particle filters, indirect inference), Robust statistics, Financial econometrics
Publications
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“Indirect Robust Estimation of the Short-term Interest Rate Process†(2007), with G. Andrew Karolyi and Elvezio Ronchetti, Journal of Empirical Finance, vol. 14, issue 4, 546–563
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“Through the Looking Glass: Indirect Inference Via Simple Equilibria†(2015), with Laurent Calvet, Journal of Econometrics, vol. 185, issue 2, 343–358.
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“Accurate Methods for Approximate Bayesian Computation Filtering†(2014), with Laurent Calvet, Journal of Financial Econometrics, forthcoming, DOI: 10.1093/jjfinec/nbu019
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“Accurate and Robust Tests for Indirect Inference†(2010), with Elvezio Ronchetti, Biometrika, vol. 97, issue 3, 621–630
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“Robust Filteringâ€, with Laurent Calvet and Elvezio Ronchetti (2014), Journal of the American Statistical Association, forthcoming, DOI: 10.1080/01621459.2014.983520
