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Tue, 28. Aug. 2018 Rammert, Timo
German Science Foundation (DFG) funds project "Extending Backtests of Value-at-Risk and Expected Shortfall Forecasts"
The German Science Foundation (DFG) funds the project "Extending Backtests of Value-at-Risk and Expected Shortfall Forecasts" for three years. Yannick Hoga will work on various aspects of backtesting procedures. One particular focus is on alleviating size distortions of extant tests. Sequential monitoring procedures of risk forecasts will also be developed.
Tue, 07. May. 2024 Großer, Jan-Lucas
Interview with Prof. Dr. Hanck and Martin Arnold for "Open Economics Guide"
Contributing to the 'Open Economics Guide' of the ZBW – Leibniz Information Centre for Economics, Christoph Hanck and Martin Arnold were interviewed about their interactive online textbook 'Introduction to Econometrics with R'. In...
read onWed, 24. Apr. 2024 Großer, Jan-Lucas
Paper "Mixtures of log-normal distributions in the mid-scale range of firm-size variables"
The paper "Mixtures of log‑normal distributions in the mid‑scale range of firm‑size variables" by Dr. Till Massing, Prof. Dr. Atushi Ishikawa, Prof. Dr. Arturo Ramos, Prof. Dr. Shouji Fujimoto and Prof. Dr. Takayuki Mizuno has...
read onWed, 03. Apr. 2024 Großer, Jan-Lucas
Farewell to Alexander Langnau and Mert Basaran
Last month we said goodbye to our colleagues Mert Basaran and Alexander Langnau. We would like to thank them for their excellent work and collaboration and wish both of them a lot of success in their professional and personal...
read onWed, 20. Dec. 2023 Großer, Jan-Lucas
Science Award of Sparkasse Essen
Dr. Stephan Hetzenecker received the Science Award for Economics of the Sparkasse Essen, which is endowed with 5.000 € for his dissertation "Essays on Using Shrinkage Estimators in Econometrics". The award honors outstanding...
read onWed, 29. Nov. 2023 Großer, Jan-Lucas
German Research Foundation funds project "Predictive Regressions for Measures of Systemic Risk"
The German Research Foundation (DFG) recently approved the third-party funded project "Predictive regressions for measures of systemic risk" for two years. Yannick Hoga, together with Prof. Dr. Matei Demetrescu (TU Dortmund...
read onWed, 23. Aug. 2023 Großer, Jan-Lucas
Paper "THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS"
Prof. Dr. Yannick Hoga has been accepted with an article in the peer-reviewed journal "Econometric Theory". The title of the paper is "The Estimation Risk in Extreme Systematic Risk Forecasts" and can be viewed here.
read onTue, 25. Jul. 2023 Großer, Jan-Lucas
Paper "Approximation and Error Analysis of Forward–Backward SDEs Driven by General Lévy Processes Using Shot Noise Series Representations"
For the internationally peer-reviewed journal "ESAIM: Probability & Statistics", Dr. Till Massing has been accepted with his paper "Approximation and Error Analysis of Forward–Backward SDEs Driven by General Lévy Processes Using...
read onTue, 25. Jul. 2023 Großer, Jan-Lucas
Verabschiedung Cedric Jüssen
Zum Ende des vergangenen Monats haben wir unseren Kollegen Cedric Jüssen vom Lehrstuhl verabschiedet. Wir bedanken uns für seine hervorragende Arbeit und sein hohes Engagement, jedoch bedauern wir es auch, einen persönlich...
read onThu, 13. Jul. 2023 Großer, Jan-Lucas
Paper "A Data Mining Approach for Detecting Collusion in Unproctored Online Exams"
With the paper "A Data Mining Approach for Detecting Collusion in Unproctored Online Exams", Prof. Dr. Christoph Hanck, Dr. Till Massing, Jens Klenke, Janine Langerbein, Natalie Reckmann, Prof. Dr. Michael Goedicke and Dr. Michael...
read onWed, 31. May. 2023 Großer, Jan-Lucas
Paper "Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability"
The paper "Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability" by Prof. Dr. Yannick Hoga and Dr. Tobias Fissler was accepted for the internationally peer-reviewed Journal of Business & Economic Statistics. The...
read onTue, 25. Apr. 2023 Großer, Jan-Lucas
Paper "Effects of Early Warning Emails on Student Performance"
The paper "Effects of Early Warning Emails on Student Performance" by Prof. Dr. Christoph Hanck, Dr. Till Massing, Jens Klenke, Janine Langerbein, Natalie Reckmann, Benjamin Otto and Prof. Dr. Michael Goedicke has been accepted...
read onThu, 20. Apr. 2023 Großer, Jan-Lucas
Verabschiedung Marco Schwarzbach
Im vergangenen Monat haben wir Marco Schwarzbach von unserem Lehrstuhl verabschiedet. Es fällt schwer einen sehr geschätzten Kollegen verabschieden zu müssen, außerdem möchten wir uns für seine hervorragende und engagierte Arbeit...
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Breaking News:
- Ernennung von Yannick Hoga zum Professor für Finanzmarktökonometrie27.01.23
- Verabschiedung Janine Langerbein23.01.23
- Promotion von Stephan Hetzenecker14.11.22
- Paper "Extremal Dependence-Based Specification Testing of Time Series"09.09.22
- Verabschiedung Natalie Reckmann02.08.22
- Paper "Monitoring Value-at-Risk and Expected Shortfall Forecasts"24.06.22
- Paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters"14.05.22
- Verabschiedung Stephan Hetzenecker12.05.22
- Exam Review in Recent Developments in Econometrics24.02.22
- Klausureinsicht 1. Termin Einführung in die Ökonometrie15.02.22