Lehrstuhl für Ökonometrie und Lehrstuhl für Finanzmarktökonometrie: Aktuelle Meldungen

Welcome to Saskia Schütte as a new PhD Candidate

Mon, 04 May 2026 13:53:32 +0200

We are pleased to welcome Saskia Schütte as a new PhD candidate at our Chair since mid-April.

As part of her PhD, Saskia Schütte will support our Chair in both research and teaching. We wish her a successful start and a successful PhD program.

Working Student | Commercial Data Analysis (RWE)

Thu, 12 Mar 2026 21:38:54 +0100

RWE Supply & Trading GmbH offers a part-time position for students for a duration of six months. Please see the attached material and the link for more information.

Begrüßung von Yannik Siebert als neuen Doktoranden

jan.dietz@vwl.uni-due.de — Mon, 09 Mar 2026 10:16:32 +0100

Wir freuen uns sehr, Herrn Siebert seit vergangenem Montag als neuen Doktoranden an unserem Lehrstuhl begrüßen zu dürfen.

Herr Siebert wird im Rahmen seiner Promotion unseren Lehrstuhl in der Forschung als auch in der Lehre unterstützen. Wir wünschen ihm einen erfolgreichen Start und eine erfolgreiche Promotionszeit.

Paper "How to Compare Copula Forecasts?"

jan.dietz@vwl.uni.due.de — Fri, 13 Feb 2026 12:27:24 +0100

The paper "How to Compare Copula Forecasts?", written by Dr. Tobias Fissler and Prof. Dr. Yannick Hoga, has been accepted for publication in the peer-reviewed journal Journal of Business & Economic Statistics. The publication can be viewed here.

Prof. Dr. Yannick Hoga appointed as Associate Editor des Journal of Financial Econometrics

jan.dietz@vwl.uni-due.de — Sun, 14 Dec 2025 15:05:40 +0100

The Faculty of Business Administration and Economics is pleased to announce the appointment of Prof. Dr. Yannick Hoga as Associate Editor of the Journal of Financial Econometrics, an internationally distributed, peer-reviewed academic journal published by Oxford University Press.

The Journal of Financial Econometrics publishes research on econometric methods and their application in financial economics and is among the well-established international journals in the field.

In his role as Associate Editor, Prof. Hoga supports the review and selection process of submitted scholarly articles and thereby contributes to the further development of research quality in the area of financial econometrics.

The Faculty extends its warmest congratulations and is delighted about this recognition of scientific expertise at the UDE.

Jobs für Studierende - ABZ-Online-Stellenmarkt

jan.dietz@vwl.uni-due.de — Sun, 14 Dec 2025 14:54:25 +0100

Ab dem 14.12.2025 ist der “studentische Stellenmarkt der Universität Duisburg-Essen (UDE)” auf dem Portal “Stellenwerk” wiederzufinden. Dort werden Jobangebote für studentische Hilfskräfte (SHK) und wissentschaftliche Hilfskräfte (WHF/WHK) der UDE sowie Jobangebote externer Arbeitgeber für Studierende veröffentlicht.

Paper "Dynamic CoVaR Modeling and Estimation"

jan.dietz@vwl.uni-due.de — Thu, 20 Nov 2025 23:08:13 +0100

Prof. Dr. Yannick Hoga and Prof. Dr. Timo Dimitriadis have once again succeeded in publishing a contribution in the internationally peer-reviewed journal Journal of Business & Economic Statistics. The article titled “Dynamic CoVaR Modeling and Estimation” can be accessed here.

Podcast: Ersetzt KI bald den Prof? Mit Christoph Hanck

jan.dietz@vwl.uni-due.de — Tue, 14 Oct 2025 08:28:01 +0200

In der neusten Folge des Podcast Data Science Talks (#17 auf Spotify) diskutieren Prof. Dr. Christoph Hanck und Prof. Dr. Johannes Lederer (Uni Hamburg) über spannende Fragen rund um das Thema Lehre in Zeiten von generativer KI:

Wie entwickelt sich die Rolle der Dozierenden
Welche Herausforderungen bestehen bei Prüfungen am PC und online
u.v.m.

DFG project "Expected Shortfall Modelling" approved

Fri, 26 Sep 2025 10:56:43 +0200

The German Research Foundation (DFG) recently approved the third-party funded project “Expected Shortfall Modelling: Advances for Cross-Sectional and Time Series Data” for three years. Yannick Hoga will work on various projects in the field of regression analysis together with Prof. Dr. Timo Dimitriadis (Goethe University Frankfurt) and his team. The focus here is on quantile and expected shortfall regressions, which have become increasingly popular for both time series data and cross-sectional data. Among other things, the project will investigate the extent to which valid inference procedures for the regression parameters can still be derived even for extreme values of the expected shortfall (i.e. a tail mean).

Econometric Seminar for Master Students (ALDI Süd Cooperation)

Thu, 11 Sep 2025 09:05:43 +0200

In the winter semester 2025/26, Prof. Dr. Christoph Hanck will offer in cooperation with Aldi Süd the Master’s/advanced seminar Econometric Methods. The seminar will cover forecasting methods from time series analysis and statistical learning, applied to real retail data from the Aldi Süd Group.

The introductory session will take place on October 15, 2025, from 10:00 a.m. to 12:00 p.m. in Room R12 R06 A48.

Participation requires registration via e-mail to christoph.hanck (at) vwl.uni-due.de .

Further information on the seminar can be found here.