SUCHE
Bereichsbild

Onno Kleen, M.Sc.

Bergheimer Strasse 58 

69115 Heidelberg

Phone: +49 6221 54 2908

Email: onno.kleen@awi.uni-heidelberg.de

Personal website: https://onnokleen.de

Office hours: Tuesday, 9:30  - 10:30

Room: 01.020

Research Interests

Econometrics in finance and macroeconomics, forecasting and portfolio analysis

Education

PhD candidate in Economics, Heidelberg University, since 2015

Visiting Scholar, Duke University, fall 2019

M.Sc., Economics, Heidelberg University, 2013 - 2015

M.Sc., Mathematics, Heidelberg University, 2011 - 2014

Visiting Student, Complutense University of Madrid, 2012 - 2013

B.Sc., Mathematics, Heidelberg University, 2008 - 2011

Publications in refereed journals

Job market paper

Work in progress

  • Volatility forecasting for low-volatility investing

Conferences

  • 2019
    • CAIR Sponsored Konstanz-Lancaster-Manchester-Warwick Joint PhD Workshop on Quantitative Finance and Econometrics, Manchester
  • 2018
    • 12th International Conference on Computational and Financial Econometrics (CFE), Pisa
    • 4th Konstanz - Lancaster Workshop on Finance and Econometrics, Konstanz
    • Big Data in Finance and Economics, SoFiE Summer School, Brussels
    • Frontiers of Factor Investing, Lancaster
    • IV International PhD Conference in Economics, Leicester
  • 2017
    • ScienceFore Summer School, Heidelberg
    • The Econometrics of Derivatives Markets, SoFiE Summer School, Chicago 
    • Fourth Annual Conference of the International Association for Applied Econometrics (IAAE), Sapporo
    • Rhenish Multivariate Time Series Econometrics (RMSE), Rotterdam
  • 2016
    • European Meeting of the Econometric Society (ESEM), Geneva

Teaching


Tutorials (Bachelor)

Macroeconometrics (summer 2016)

Mathematics for Economists (winter 2013/14 - 2019/20)

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Letzte Änderung: 03.04.2020
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