Team
Academic Staff
Dr. Till Massing
- Room:
- R12 R06 B31
- Phone:
- +49 201 18-36856
- Email:
- till.massing (at) uni-due.de
- Consultation Hour:
- Thu 10-12 or by agreement
- Address:
- Universität Duisburg-Essen, Campus Essen
Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Ökonometrie
D-45117 Essen
Fields of Research:
- Statistical Inference for Lévy Processes
- E-Assessment in Statistics
Projects:
- PostDoc in the DFG-project 455257011 "Simulation and Estimation of General Tempered Lévy Distributions"
Publications:
- Massing, T.: Approximation and Error Analysis of Forward–Backward SDEs Driven by General Lévy Processes Using Shot Noise Series Representations. In: ESAIM: Probability and Statistics (2023) No 27, p. 694-722. doi:10.1051/ps/2023013CitationDetails
- Langebein, J.; Massing, T.; Klenke, J.; Striewe, M.; Goedicke, M.; Hanck, C.; Reckmann, N.: A Data Mining Approach for Detecting Collusion in Unproctored Online Exams. In: Proceedings of the 16th International Conference on Educational Data Mining (2023) No 1, p. 6-16. doi:10.5281/zenodo.8115649CitationDetails
- Klenke, J.; Massing, T.; Reckmann, N.; Langerbein, J.; Otto, B.; Goedicke, M.; Hanck, C.: Effects of Early Warning Emails on Student Performance. In: Proceedings Of The 15Th International Conference On Computer Supported (2023) No 1, p. 225-232. doi:10.5220/0011847800003470CitationDetails
- Massing, T.; Ramos, A.: Student's t mixture models for stock indices. A comparative study. In: Physica A: Statistical Mechanics and its Applications (2021). doi:https://doi.org/10.1016/j.physa.2021.126143CitationDetails
- Massing, T.; Reckmann, N.; Blasberg, A.; Otto, B.; Hanck, C.; Goedicke, M.: When is the Best Time to Learn? - Evidence from an Introductory Statistics Course. In: Open Education Studies, Vol 3 (2021) No 1, p. 84-95. doi: https://doi.org/10.1515/edu-2020-0144CitationDetails
- Massing, T.: Clustering Using Student t Mixture Copulas. In: SN Computer Science (2021). doi:https://doi.org/10.1007/s42979-021-00503-0CitationDetails
- Massing, T.; Puente-Ajovín, M.; Ramos, A.: On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA. In: Physica A: Statistical Mechanics and its Applications (2020). doi:10.1016/j.physa.2020.124587CitationDetails
- Massing, T.: What is the best Lévy model for stock indices? A comparative study with a view to time consistency. In: Financial Markets and Portfolio Management, Vol 33 (2019) No 3, p. 277-344. doi:10.1007/s11408-019-00335-2CitationDetails
- Massing, T.: Local asymptotic normality for Student-Lévy processes under high-frequency sampling. In: Statistics, Vol 53 (2019) No 4, p. 721-752. doi:10.1080/02331888.2019.1618856Full textCitationDetails
- Massing, T.: Stochastic Properties of Student-Lévy Processes with Applications (1). 2019. doi:10.17185/duepublico/70020Full textCitationDetails
- Massing, T.; Schwinning, N.; Striewe, M.; Hanck, C.; Goedicke, M.: E-Assessment Using Variable-Content Exercises in Mathematical Statistics. In: Journal of Statistics Education, Vol 2018 (2018) No 26-3, p. 174-189. doi:10.1080/10691898.2018.1518121Full textCitationDetails
- Massing, T.: Simulation of Student–Lévy processes using series representations. In: Computational Statistics, Vol 33 (2018) No 4, p. 1649-1685. doi:10.1007/s00180-018-0814-y Full textCitationDetails
- Massing, T.; Reckmann, N.; Otto, B.; Hermann, K.; Hanck, C.; Goedicke, M.: Klausurprognose mit Hilfe von E-Assessment-Nutzerdaten. In: DeLFI 2018 - Die 16. E-Learning Fachtagung Informatik (2018) No 284, p. 171-176. CitationDetails
- Otto, B.; Massing, T.; Schwinning, N.; Reckmann, N.; Blasberg, A.; Schumann, S.; Hanck, C.; Goedicke, M.: Evaluation einer Statistiklehrveranstaltung mit dem JACK R-Modul. In: DeLFI 2017 - Die 15. E-Learning Fachtagung Informatik, Volume 273 of Lecture Notes in Informatics (2017), p. 75-86. CitationDetails
- Schwinning, N.; Striewe, M.; Massing, T.; Hanck, C.; Goedicke, M.: Towards digitalisation of summative and formative assessments in academic teaching of statistics. In: Proceedings of the Fifth International Conference on Learning and Teaching in Computing and Engineering (LaTiCE 2017) (2017). CitationDetails
Talks:
- Massing, T.: Local asymptotic normality for Student-Lévy processes under high-frequency sampling, The 40th Conference on Stochastic Processes and their Applications (SPA) 2018, 11.06.2018, Göteborg. Details
- Massing, T.: Simulation of Student-Lévy Processes Using Series Representations, MCM 2017: International Conference on Monte Carlo Methods and Applications, 04.07.2017, Montréal. Details
Courses:
- Descriptive Statistics
- Inferential Statistics
- Methods of Econometrics
- Time Series Analysis
- Advanced Econometrics (Nonparametric Econometrics)
How you can find us:
UNIVERSITY OF DUISBURG-ESSEN
Faculty of Business Administration and Economics
Chair of Econometrics
Prof. Dr. Christoph Hanck
Universitätsstraße 12
DE - 45117 Essen