Team

Dr. Yannick Hoga

Senior Academic Staff

Dr. Yannick Hoga

Room:
R12 R06 A32
Telephone:
+49 201 18-34365
Fax:
+49 201 18-33995
Email:
Address:
University of Duisburg-Essen, Campus Essen
Department of Economics
Chair for Econometrics
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 €)

Fields of Research:

  • Change Point Analysis
  • Extreme Value Theory
  • Financial Econometrics

Projects:

  • Hoga, Y. (2019+) Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles. Accepted for publication in the Journal of Financial Econometrics
    Paper RCode
  • Hoga, Y. (2019+) Where Does the Tail Begin? An Approach Based on Scoring Rules. Submitted
    Paper RCode
  • Hoga, Y. (2019+) The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models. Submitted
    Paper Appendix

Publications:

Filter:

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

So finden Sie uns:

UNIVERSITÄT DUISBURG-ESSEN
Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Ökonometrie
Universitätsstraße 12
45117 Essen