Current Announcements
Thu, 29. Oct 2020 Rammert, Timo
Paper "The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models"
The paper "The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models" by Dr. Yannick Hoga has been accepted by the peer reviewed International Journal of Forecasting. The publication can be found here....
read on Sat, 18. Apr 2020 Rammert, Timo
Paper "On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA"
The Paper "On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA" by Dr. Till Massing, Dr. Miguel Puente-Ajovín und Dr. Arturo Ramos has been accepted by the peer reviewed...
read on Mon, 06. Jan 2020 Rammert, Timo
Paper "Where does the tail begin? An approach based on scoring rules"
The paper "Where does the tail begin? An approach based on scoring rules" by Dr. Yannick Hoga has been accepted by the peer reviewed Journal Econometric Reviews. The publication can be found here.
read on Mon, 23. Sept 2019 Rammert, Timo
Paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles"
The paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles" by Dr. Yannick Hoga has been accepted for the Journal of Financial Econometrics. The paper can be viewed here.
read on Mon, 09. Sept 2019 Rammert, Timo
Paper "What is the best Lévy model for stock indices? A comparative study with a view to time consistency" published.
The paper "What is the best Lévy model for stock indices? A comparative study with a view to time consistency" by Dr. Till Massing has been accepted by the peer reviewed Journal Financial Markets and Portfolio Management. The...
read on Fri, 12. Jul 2019 Arnold, Martin
Paper "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions" published.
The Paper "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions" by Prof. Dr. Christoph Hanck and Martin Arnold has been accepted by the peer reviewed Journal of Risk and Financial...
read on Tue, 21. May 2019 Rammert, Timo
Paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" published.
The paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" by Dr. Till Massing has been accepted by the peer reviewed Journal Statistics.
read on Mon, 11. Feb 2019 Schmelzer, Martin
Paper "E-Assessment Using Variable-Content Exercises in Mathematical Statistics" published.
The paper "E-Assessment Using Variable-Content Exercises in Mathematical Statistics" by Till Massing et. al. has been accepted by the peer reviewed Journal of Statistics Education.
read on Thu, 10. Jan 2019 Rammert, Timo
Paper "Extending the Limits of Backtesting via the ‘Vanishing p’ Approach"
The paper "Extending the Limits of Backtesting via the ‘Vanishing p’ Approach" by Dr. Yannick Hoga has been accepted by the peer reviewed Journal of Time Series Analysis. The publication can be viewed here.
read on Fri, 09. Nov 2018 Rammert, Timo
Award of Sparkasse Essen
On 5th November 2018, Dr. Yannick Hoga received the economics award of Sparkasse Essen. He received the award, which is endowed with 5.000 €, for his dissertation "Detecting changes in the extremal behavior of time series"....
read on Tue, 23. Oct 2018 Rammert, Timo
Publication of "Introduction to Econometrics with R"
Thu, 13. Sept 2018 Rammert, Timo
Wolfgang Wetzel Award for Dr. Yannick Hoga
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