Chair of Econometrics and Chair of Financial Econometrics
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The Chair of Econometrics and Financial Econometrics conduct research and teaching on quantitative methods. Research is focused on the construction of inferential methods, applications of Bayesian statistics and machine learning, time series and panel data methods and applications, as well as learning analytics. The chairs offer several compulsory for different programs (business, economics, business informatics and econometrics, among others) from introductory lectures until Phd-level courses. We also offer courses on current research topics, such as Bayesian econometrics, causal inference, financial econometrics, extreme value theory and statistical learning. also offered.
Wed, 29. Nov 2023 Großer, Jan-Lucas
German Research Foundation funds project "Predictive Regressions for Measures of Systemic Risk"
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"
Thu, 20. Apr 2023 Großer, Jan-Lucas
Verabschiedung Marco Schwarzbach
Fri, 27. Jan 2023 Schwarzbach, Marco
Ernennung von Yannick Hoga zum Professor für Finanzmarktökonometrie
Mon, 23. Jan 2023 Schwarzbach, Marco
Verabschiedung Janine Langerbein
Mon, 14. Nov 2022 Schwarzbach, Marco
Promotion von Stephan Hetzenecker
Fri, 09. Sept 2022 Schwarzbach, Marco
Paper "Extremal Dependence-Based Specification Testing of Time Series"
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