Dr. Miriam Isabel Seifert

Research assistant

Tel: +49 (0)234 32-25400
Fax: +49 (0)234 32-14528


Office hour: upon request

Ruhr-Universität Bochum
Universitätsstraße 150
44801 Bochum

Building GD, Raum 03/613


  • Golosnoy, V., Schmid, W., Seifert, M.I., Lazariv, T. (2018+): Statistical inferences for realized portfolio weights. Econometrics and Statistics, in press. [WP]
  • Golosnoy, V., Gribisch, B., Seifert, M.I. (2019). Exponential smoothing of realized portfolio weights. Journal of Empirical Finance 53: 222--237.
  • Klüppelberg, C., Seifert, M.I. (2019). Financial risk measures for a network of individual agents holding portfolios of light-tailed objects. Finance and Stochastics 23(4): 795–826.
  • Seifert, M.I. (2016): Weakening the independence assumption on polar components: Limit theorems for generalized elliptical distributions. Journal of Applied Probability 53(1), 130-145.
  • Barbe, P. and Seifert, M.I. (2016): A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values. Extremes 19(3) , 351–370.
  • Seifert, M.I. (2015): Limit results for bivariate distributions using polar representations: a review of recent developments. Oberwolfach Reports No. 42/2015 , 2517-2520, DOI: 10.4171/OWR/2015/42.
  • Seifert, M.I. (2014): On conditional extreme values of random vectors with polar representation. Extremes 17(2) , 193-219.