Dr. Yannick Hoga

Senior Academic Staff

Dr. Yannick Hoga

R12 R06 A32
+49 201 18-34365
Consultation Hour:
by agreement
Universität Duisburg-Essen, Campus Essen
Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Ökonometrie
D-45117 Essen

Honours and Awards:

  • 2018: Wolfgang Wetzel Award of the German Statistical Society (DStatG) (1.000 €)
  • 2017: Award of Sparkasse Essen for an outstanding Dissertation in Economics at the Universität Duisburg-Essen (5.000 €)
  • 2017: Dissertation Prize of the Universität Duisburg-Essen (700 €)

Research Rankings:

Fields of Research:

  • Change Point Analysis
  • Extreme Value Theory
  • Financial Econometrics


Third-Party Funding:

  • DFG: "Forecasting and Evaluating Measures of Systemic Risk"; 2022­–2027; Heisenberg-Programme.
  • DFG: "Extending Backtests of Value-at-Risk and Expected Shortfall Forecasts"; 2019­–2022; Module Temporary Positions for Principal Investigators.




Reviewing and consulting activities:

Reviewer for Journals:

  • Bernoulli
  • Computational Statistics
  • Econometric Theory
  • Econometrics
  • Econometrics & Statistics
  • Econometrics Journal
  • Extremes
  • Journal of Business & Economic Statistics
  • Journal of Econometrics
  • Journal of Futures Markets
  • Journal of Risk and Financial Management
  • Journal of Statistical Planning and Inference
  • Journal of the American Statistical Association
  • Journal of Time Series Analysis
  • Metrika
  • Risks
  • Statistica Sinica
  • Statistics
  • The American Statistician
  • The Review of Economics and Statistics

Reviewer for Research Grants:

  • German Science Foundation (DFG)


  • 04/2021: Seminar in Econometrics at Erasmus University Rotterdam
  • 03/2021: Séminaire Finance-Assurance at CREST in Palaiseau, France
  • 01/2021: Statistics Seminar at Universität Bonn
  • 02/2020: 13th Ruhr Graduate School Doctoral Conference (session chair)
  • 02/2020: Econometrics Colloquium at Universität Konstanz
  • 11/2019: Kolloquium über Mathematische Statistik und Stochastische Prozesse at Universität
  • 06/2019: QFFE in Marseille, France
  • 09/2018: Statistische Woche at Johannes Kepler Universität Linz, Austria
  • 06/2018: 2nd Conference on New Trends and Developments in Econometrics in Ílhavo, Portugal
  • 02/2018: 11th Ruhr Graduate School Doctoral Conference (session chair)
  • 09/2017: Statistische Woche at Universität Rostock
  • 06/2017: Seminar on Statistics and Econometrics at Christian-Albrechts-Universität zu Kiel
  • 03/2017: 10th Ruhr Graduate School Doctoral Conference (session chair)
  • 06/2015: EVA Conferenceat University of Michigan, Ann Arbor, USA
  • 11/2013: SFB 823 Seminar at TU Dortmund
  • 10/2013: 4th Amsterdam-Bonn Workshop in Econometrics, Netherlands
  • 09/2013: Junior Workshop of DStatG in Berlin
  • 03/2013: DAGStat Freiburg


  • Introduction to Econometrics
  • Econometric Methods
  • Time Series Analysis
  • Multivariate Time Series Analysis
  • Recent Developments in Econometrics
  • Advanced Econometrics
  • Statistical Learning

Academic Duties:

  • 03/2018-03/2019: Member of the hiring committee for an assistant professorship in Labour and Health Economics at Universität Duisburg-Essen
  • Since 11/2016: Member of the Young Faculty of the Ruhr Graduate School in Economics

Other Duties:

    How you can find us:

    Faculty of Business Administration and Economics
    Chair of Econometrics
    Prof. Dr. Christoph Hanck
    Universitätsstraße 12
    DE - 45117 Essen