Daniela Osterrieder is an assistant professor at the RBS department of finance and economics. Prior to joining RBS in September 2014, she held a position as a post-doctoral research fellow at the Center for Research in Econometric Analysis of Time Series (CREATES) in Aarhus, Denmark. She completed her Ph.D. studies at the finance department of Maastricht University, The Netherlands (April 2011). During her Ph.D. program she was a visiting scholar at Duke University, USA (2010) and at The Institute for Financial Research (SIFR) in Stockholm, Sweden (2008, 2009). She obtained her B.Sc. (econometrics), M.Sc. (econometrics), and M.Phil. (economic and financial research) from Maastricht University. Before joining the academic community, she worked at a large German private bank for two years as a trainee.
Daniela Osterrieder’s main research interests lie within the fields of financial econometrics and (empirical) asset pricing, with a particular focus on long-memory models. One of her research projects entitled “Risk and Return: Long-Run Relations, Fractional Cointegration, and Return Predictability" (joint work with Tim Bollerslev, Natalia Sizova, and George Tauchen) has been published in the Journal of Financial Economics. She has regularly presented her work at international academic conferences and seminars.
To view Daniela Osterrieder’s CV, please visit her website.
Ph.D., Maastricht University (The Netherlands); Finance
M.Phil., Maastricht University (The Netherlands); Economic and Financial Research
M.Sc., Maastricht University (The Netherlands); Econometrics and Operations Research