Dr. Yannick Hoga's authored paper, "Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting", was accepted for the internationally peer-reviewed Journal of Financial Econometrics. The publication can...

Dr. Till Massing's authored paper, "Clustering Using Student t Mixture Copulas", was accepted for the internationally peer-reviewed Journal SN Computer Science. The publication can be viewed here.

The German Science Foundation (DFG) funds the project "Simulations- und Schätzverfahren allgemeiner temperierter Lévy Verteilungen” for three years. Dr. Till Massing will work on various projects regarding the simulation and...

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....

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...

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.

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.

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...

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...

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.

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.

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.