Current Announcements
Wed, 20. Dec 2023 Großer, Jan-Lucas
Science Award of Sparkasse Essen
Dr. Stephan Hetzenecker received the Science Award for Economics of the Sparkasse Essen, which is endowed with 5.000 € for his dissertation "Essays on Using Shrinkage Estimators in Econometrics". The award honors outstanding...
read on Wed, 29. Nov 2023 Großer, Jan-Lucas
German Research Foundation funds project "Predictive Regressions for Measures of Systemic Risk"
The German Research Foundation (DFG) recently approved the third-party funded project "Predictive regressions for measures of systemic risk" for two years. Yannick Hoga, together with Prof. Dr. Matei Demetrescu (TU Dortmund...
read on Wed, 23. Aug 2023 Großer, Jan-Lucas
Paper "THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS"
Prof. Dr. Yannick Hoga has been accepted with an article in the peer-reviewed journal "Econometric Theory". The title of the paper is "The Estimation Risk in Extreme Systematic Risk Forecasts" and can be viewed here.
read on Tue, 25. Jul 2023 Großer, Jan-Lucas
Paper "Approximation and Error Analysis of Forward–Backward SDEs Driven by General Lévy Processes Using Shot Noise Series Representations"
For the internationally peer-reviewed journal "ESAIM: Probability & Statistics", Dr. Till Massing has been accepted with his paper "Approximation and Error Analysis of Forward–Backward SDEs Driven by General Lévy Processes Using...
read on Thu, 13. Jul 2023 Großer, Jan-Lucas
Paper "A Data Mining Approach for Detecting Collusion in Unproctored Online Exams"
With the paper "A Data Mining Approach for Detecting Collusion in Unproctored Online Exams", Prof. Dr. Christoph Hanck, Dr. Till Massing, Jens Klenke, Janine Langerbein, Natalie Reckmann, Prof. Dr. Michael Goedicke and Dr. Michael...
read on Wed, 31. May 2023 Großer, Jan-Lucas
Paper "Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability"
The paper "Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability" by Prof. Dr. Yannick Hoga and Dr. Tobias Fissler was accepted for the internationally peer-reviewed Journal of Business & Economic Statistics. The...
read on Tue, 25. Apr 2023 Großer, Jan-Lucas
Paper "Effects of Early Warning Emails on Student Performance"
The paper "Effects of Early Warning Emails on Student Performance" by Prof. Dr. Christoph Hanck, Dr. Till Massing, Jens Klenke, Janine Langerbein, Natalie Reckmann, Benjamin Otto and Prof. Dr. Michael Goedicke has been accepted...
read on Fri, 27. Jan 2023 Schwarzbach, Marco
Ernennung von Yannick Hoga zum Professor für Finanzmarktökonometrie
Fri, 09. Sept 2022 Schwarzbach, Marco
Paper "Extremal Dependence-Based Specification Testing of Time Series"
The paper "Extremal Dependence-Based Specification Testing of Time Series" by Dr. Yannick Hoga was accepted for the internationally peer-reviewed Journal of Business & Economic Studies. The publication can be viewed here.
read on Fri, 24. Jun 2022 Schwarzbach, Marco
Paper "Monitoring Value-at-Risk and Expected Shortfall Forecasts"
The paper "Monitoring Value-at-Risk and Expected Shortfall Forecasts" by Dr. Yannick Hoga and Dr. Matei Demetrescu was accepted for the internationally peer-reviewed journal Management Science. The publication can be viewed here....
read on Sat, 14. May 2022 Schwarzbach, Marco
Paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters"
The paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters" by Prof. Dr. Christoph Hanck, Prof. Dr. Matei Demetrescu and Prof. Dr. Robinson Kruse was accepted for the...
read on Tue, 15. Feb 2022 Schwarzbach, Marco
Dr. Yannick Hoga appointed Associate Editor for "Statistics"
Yannick Hoga was appointed Associate Editor of the journal "Statistics" at the invitation of the editor Matei Demetrescu (Kiel University).
read on Currently showing 25 to 36 out of 80