The book Introduction to Econometrics with R by Christoph Hanck, Martin Arnold, Alexander Gerber and Martin Schmelzer has been published in the bookdown archive. The book is part of the project Reproducible Research in der...

An initial meeting for the master seminar will be held on 13.11.2018 at 10:00 in R12 R06 A48. Further informations on the seminar can be found here.

For his work in change point analysis, extreme value theory and financial econometrics, Dr. Yannick Hoga was awarded the Wolfgang Wetzel Award of the German Statistical Society (DStatG) at this years Statistical Week in Linz. The...

Christoph Hanck will serve, upon invitation of the editors Robert Kunst (Vienna University) and Joakim Westerlund (Lund University), as associate editor of Empirical Economics for, initially, three years.

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...