Current Announcements
Fri, 03. Apr 2020 Arnold, Martin
Stellenausschreibung wissenschaftliche Mitarbeiterin / wissenschaftlicher Mitarbeiter
Der Lehrstuhl für Ökonometrie hat ab dem 1. Juli 2020 eine Stelle als wissenschaftliche Mitarbeiterin / wissenschaftlicher Mitarbeiter (m/w/d) im UAR-Forschungsprojekt "Big Data in den Wirtschafts- und Sozialwissenschaften" zu...
read onSat, 01. Feb 2020 Rammert, Timo
Verabschiedung Alexander Gerber
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 onFri, 03. Jan 2020 Rammert, Timo
Verabschiedung Jonathan Berrisch und Alexander Blasberg
Zum Ende des Jahres 2019 haben Jonathan Berrisch und Alexander Blasberg unseren Lehrstuhl verlassen. Wir bedauern es zwei sehr geschätzte Kollegen zu verlieren, möchten uns aber zeitgleich für ihre hervorragende Arbeit als...
read onWed, 11. Dec 2019 Massing, Till
SHK gesucht
Der Lehrstuhl für Ökonometrie sucht studentische Hilfskräfte. Details entnehmen Sie bitte der Ausschreibung.
read onMon, 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 onMon, 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 onFri, 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 onTue, 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 onWed, 17. Apr 2019 Rammert, Timo
PhDs awarded to Till Massing und Jan Prüser
Tue, 05. Mar 2019 Rammert, Timo
Preparatory course in R
This term we will offer a preparatory course in R which gives an introduction to the statistical programming language R. All students with no or little knowledge in R who want to take the course time series analysis are strongly...
read onMon, 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.
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