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Wed, 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 University) and his team, will work on various projects in the field of regression analysis for time series. The focus here is on regressions that are intended to predict systemic risks. In particular, methods are being developed in several work packages to identify the statistically significant predictors of systemic risk — regardless of how persistent these predictors are.
Thu, 11. Jul. 2024 Großer, Jan-Lucas
Vacancy: Research Fellow/Ph.D Candidate (f/m/d)
Tue, 21. May. 2024 Großer, Jan-Lucas
Paper "On the parametric description of log-growth rates of Romanian city sizes"
Tue, 07. May. 2024 Großer, Jan-Lucas
Interview with Prof. Dr. Hanck and Martin Arnold for "Open Economics Guide"
Wed, 24. Apr. 2024 Großer, Jan-Lucas
Paper "Mixtures of log-normal distributions in the mid-scale range of firm-size variables"
Wed, 03. Apr. 2024 Großer, Jan-Lucas
Farewell to Alexander Langnau and Mert Basaran
Wed, 20. Dec. 2023 Großer, Jan-Lucas
Science Award of Sparkasse Essen
Wed, 23. Aug. 2023 Großer, Jan-Lucas
Paper "THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS"
Tue, 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"
Tue, 25. Jul. 2023 Großer, Jan-Lucas
Verabschiedung Cedric Jüssen
Thu, 13. Jul. 2023 Großer, Jan-Lucas
Paper "A Data Mining Approach for Detecting Collusion in Unproctored Online Exams"
Wed, 31. May. 2023 Großer, Jan-Lucas
Paper "Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability"
Tue, 25. Apr. 2023 Großer, Jan-Lucas
Paper "Effects of Early Warning Emails on Student Performance"
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Breaking News:
- Verabschiedung Marco Schwarzbach20.04.23
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