Chair of Econometrics and Chair of Financial Econometrics
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The Chair of Econometrics and Financial Econometrics conduct research and teaching on quantitative methods. Research is focused on the construction of inferential methods, applications of Bayesian statistics and machine learning, time series and panel data methods and applications, as well as learning analytics. The chairs offer several compulsory for different programs (business, economics, business informatics and econometrics, among others) from introductory lectures until Phd-level courses. We also offer courses on current research topics, such as Bayesian econometrics, causal inference, financial econometrics, extreme value theory and statistical learning. also offered.
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"
Thu., 13. Jul. 2023 Großer, Jan-Lucas
Paper "A Data Mining Approach for Detecting Collusion in Unproctored Online Exams"
Wed., 31. May. 2023 Großer, Jan-Lucas
Paper "Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability"
Tue., 25. Apr. 2023 Großer, Jan-Lucas
Paper "Effects of Early Warning Emails on Student Performance"
Fri., 09. Sep. 2022 Schwarzbach, Marco
Paper "Extremal Dependence-Based Specification Testing of Time Series"
Fri., 24. Jun. 2022 Schwarzbach, Marco
Paper "Monitoring Value-at-Risk and Expected Shortfall Forecasts"
Sat., 14. May. 2022 Schwarzbach, Marco
Paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters"
Thu., 24. Feb. 2022 Schwarzbach, Marco
Exam Review in Recent Developments in Econometrics
Tue., 15. Feb. 2022 Schwarzbach, Marco
Dr. Yannick Hoga appointed Associate Editor for "Statistics"
Wed., 12. Jan. 2022 Schwarzbach, Marco
Paper "On Testing Equal Conditional Predictive Ability Under Measurement Error"
Sat., 16. Oct. 2021 Schwarzbach, Marco
Room change in Recent Developments in Econometrics
Fri., 08. Oct. 2021 Schwarzbach, Marco
Paper "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players"
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