Please note that at the moment the chair can only be contacted via e-mail!

Dr. Yannick Hoga

Senior Academic Staff

Dr. Yannick Hoga

R12 R06 A32
+49 201 18-34365
+49 201 18-33995
University of Duisburg-Essen, Campus Essen
Department of Economics
Chair for Econometrics
D-45117 Essen

Honours and Awards:

  • 2019: Placed in the Top 10% of the current Handelsblatt Economics-Ranking
  • 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 €)

Fields of Research:

  • Change Point Analysis
  • Extreme Value Theory
  • Financial Econometrics


  • Hoga, Y. (2019+) The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models. Submitted
    Paper Appendix




  • 03/2013: DAGStat Freiburg
  • 09/2013: Nachwuchsworkshop of DStatG in Berlin
  • 11/2013: SFB 823 Seminar at TU Dortmund
  • 06/2015: EVA Conference at University of Michigan, Ann Arbor
  • 09/2017: Statistical Week at University of Rostock
  • 06/2018: 2nd Conference on New Trends and Developments in Econometrics in Ílhavo, Portugal
  • 09/2018: Statistische Woche at Johannes Kepler Universität Linz, Austria
  • 06/2019: QFFE in Marseille, France


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

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:

Reviewer for:

  • Computational Statistics
  • Econometrics
  • Econometrics Journal
  • Journal of Econometrics
  • Journal of Risk and Financial Management
  • Journal of Statistical Planning and Inference
  • Journal of Time Series Analysis
  • Metrika
  • Risks
  • Statistics

So finden Sie uns:

Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Ökonometrie
Universitätsstraße 12
45117 Essen