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

Projects:

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

Publications:

• Hoga, Y.: General Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles - (Forthcoming). In: Journal of Financial Econometrics (2020), p. 1-27. doi:10.1093/jjfinec/nbz032 Citation Details
• Hoga, Y.: Where Does the Tail Begin? An Approach Based on Scoring Rules - (Forthcoming). In: Econometric Reviews (2020), p. 1-24. doi:10.1080/07474938.2019.1697087 Citation Details
• Hoga, Y.: Confidence Intervals for Conditional Tail Risk Measures in ARMA-GARCH Models. In: Journal of Business & Economic Statistics, Vol 37 (2019) No 4, p. 613-624. doi:10.1080/07350015.2017.1401543 Full text Citation Details
• Hoga, Y.: Extending the Limits of Backtesting via the ‘Vanishing p’ Approach. In: Journal of Time Series Analysis, Vol 40 (2019), p. 858-866. doi:10.1111/jtsa.12450 Citation Details
• Hoga, Y.: Extreme Conditional Tail Moment Estimation under Serial Dependence. In: Journal of Financial Econometrics, Vol 17 (2019) No 4, p. 587-615. doi:10.1093/jjfinec/nby016 Citation Abstract Details

  , forthcoming

• Hoga, Y.: A structural break test for extremal dependence in β-mixing random vectors. In: Biometrika, Vol 105 (2018), p. 627-643. doi:10.1093/biomet/asy030 Citation Details
• Hoga, Y.: Detecting Tail Risk Differences in Multivariate Time Series. In: Journal of Time Series Analysis, Vol 39 (2018), p. 665-689. doi:10.1111/jtsa.12292 Full text Citation Abstract Details

  Here is the RCode.

• Hoga, Y.: Change Point Tests for the Tail Index of β-Mixing Random Variables. In: Econometric Theory, Vol 33 (2017) No 4, p. 915-954. doi:10.1017/S0266466616000189 Citation Details
• Hoga, Y.: Monitoring Multivariate Time Series. In: Journal of Multivariate Analysis, Vol 155 (2017), p. 105-121. doi:10.1016/j.jmva.2016.12.003 Citation Details
• Hoga, Y.; Wied, D.: Sequential Monitoring of the Tail Behavior of Dependent Data. In: Journal of Statistical Planning & Inference, Vol 182 (2017), p. 29-49. doi:10.1016/j.jspi.2016.08.010 Citation Details
• Hoga, Y.: Testing for Changes in (Extreme) VaR. In: Econometrics Journal, Vol 20 (2017), p. 23-51. doi:10.1111/ectj.12080 Citation Details

Conferences:

• 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

Courses:

• 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