My research focuses on the statistical analysis of price dynamics in financial markets, with particular emphasis on identifying extreme events and unusual price movements. The aim is to develop advanced methods to detect and interpret market shocks, sudden increases in volatility, and non-continuous price changes, thereby improving the accuracy of financial models and enhancing the understanding of market risks. I am particularly interested in real-time data analysis, volatility forecasting, and examining the robustness of statistical tests under different market conditions.