Jeremy Penzer Senior Lecturer in Statistics - on sabbatical

Office: Room B610, Columbia House Mail: Department of Statistics London School of Economics Houghton Street London, WC2A 2AE United Kingdom Phone: +44 (0)20 7955 6017 Fax: +44 (0)20 7955 7416 Email: j.penzer@lse.ac.uk

Research Interests

• Time series analysis.
• Volatility models.
• Applications in finance and weather risk.

Publications

Material from courses I used to teach

• ST202 Probability, Distribution Theory and Inference
• ST419 Computational Statistics
• EC112 Essential Statistics (Summer School)

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