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Sat, 16. Oct. 2021 Schwarzbach, Marco
Room change in Recent Developments in Econometrics
Dear Students, we would like to inform you that there has been a room change in the module "Recent Developments in Econometrics". The lectures will take place in S05 T00 B83 from Monday, 18.10.2021, whereas the tutorials...
read onFri, 08. Oct. 2021 Schwarzbach, Marco
Paper "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players"
The paper "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players" by Prof. Dr. Christoph Hanck and Martin Arnold was accepted for the internationally peer-reviewed Journal AStA - Advances in Statistical...
read onFri, 30. Jul. 2021 Schwarzbach, Marco
Verabschiedung Jens Klenke
Zum Ende dieser Woche haben wir Jens Klenke von unserem Lehrstuhl verabschiedet. Wir bedauern es sehr einen geschätzten Kollegen zu verlieren, möchten uns aber zeitgleich für seine hervorragende Arbeit und sein eingebrachtes...
read onWed, 14. Jul. 2021 Schwarzbach, Marco
Paper "A Comparison of Approaches to Select the Informativeness of Priors in BVARs"
The paper "A Comparison of Approaches to Select the Informativeness of Priors in BVARs" by Prof. Dr. Christoph Hanck and Dr. Jan Prüser was accepted for the internationally peer-reviewed Journal of Economics and Statistics. The...
read onTue, 08. Jun. 2021 Schwarzbach, Marco
Heisenberg-Application to the DFG Approved
The German Research Foundation (DFG) has approved Dr. Yannick Hoga's Heisenberg proposal on "Forecasting and Evaluating Measures of Systemic Risk" for five years. Yannick Hoga's project will focus on methodological developments...
read onTue, 01. Jun. 2021 Schwarzbach, Marco
Paper "Student's t mixture models for stock indices. A comparative study"
The paper "Student's t mixture models for stock indices. A comparative study" by Dr. Till Massing and Dr. Arturo Ramos was accepted for the internationally peer-reviewed journal Physica A: Statistical Mechanics and its...
read onSat, 24. Apr. 2021 Schwarzbach, Marco
Paper "Quantifying the data-dredging bias in structural break tests"
Dr. Yannick Hoga's authored paper, "Quantifying the data-dredging bias in structural break tests", was accepted for the internationally peer-reviewed journal Statistical Papers. The publication can be viewed here.
read onThu, 01. Apr. 2021 Schwarzbach, Marco
Paper "House prices and interest rates: Bayesian evidence from Germany"
The paper "House prices and interest rates: Bayesian evidence from Germany" by Prof. Dr. Christoph Hanck and Dr. Jan Prüser was accepted for the internationally peer-reviewed journal Applied Economics. The publication can be...
read onFri, 26. Mar. 2021 Schwarzbach, Marco
Paper "When is the Best Time to Learn? - Evidence from an Introductory Statistics Course"
The paper "When is the Best Time to Learn? - Evidence from an Introductory Statistics Course" by Prof. Dr. Christoph Hanck, Dr. Till Massing, Natalie Reckmann, Alexander Blasberg, Benjamin Otto and Prof. Dr. Michael Goedicke was...
read onThu, 25. Feb. 2021 Schwarzbach, Marco
Paper "Nonparametric estimation of the random coefficients model: An elastic net approach"
The paper "Nonparametric estimation of the random coefficients model: An elastic net approach" by Stephan Hetzenecker, Prof. Dr. Florian Heiss and Maximilian Osterhaus was accepted for the internationally peer-reviewed Journal of...
read onThu, 25. Feb. 2021 Schwarzbach, Marco
Paper "Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting"
Dr. Yannick Hoga's authored paper, "Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting", was accepted for the internationally peer-reviewed Journal of Financial Econometrics. The publication can...
read onThu, 18. Feb. 2021 Schwarzbach, Marco
Paper "Clustering Using Student t Mixture Copulas"
Dr. Till Massing's authored paper, "Clustering Using Student t Mixture Copulas", was accepted for the internationally peer-reviewed Journal SN Computer Science. The publication can be viewed here.
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Breaking News:
- Interview with Prof. Dr. Hanck and Martin Arnold for "Open Economics Guide" 07.05.24
- Paper "Mixtures of log-normal distributions in the mid-scale range of firm-size variables"24.04.24
- Farewell to Alexander Langnau and Mert Basaran03.04.24
- Science Award of Sparkasse Essen20.12.23
- German Research Foundation funds project "Predictive Regressions for Measures of Systemic Risk"29.11.23
- Paper "THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS"23.08.23
- Paper "Approximation and Error Analysis of Forward–Backward SDEs Driven by General Lévy Processes Using Shot Noise Series Representations"25.07.23
- Verabschiedung Cedric Jüssen25.07.23
- Paper "A Data Mining Approach for Detecting Collusion in Unproctored Online Exams"13.07.23
- Paper "Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability"31.05.23