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Empirical Economics

 

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August 2018

Job Advertisement Student Assistent Chairs Empirical Economics and Macroeconomics - Heidelberg University

July 2018

  • Christian Conrad presented the paper "`Deja vol' revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios " (joint with Alexander Glas) at the Bundesbank Research Seminar, Frankfurt, July 23, 2018.
  • HeiKaMEtrics-Seminar: On July 09, Christian Brownlees (Universitat Pompeu Fabra) will give a talk on "Community Detection in Partial Correlation Network Models" in the HeiKaMEtrics-Seminar. Location: Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010. The abstract can be found here.

June 2018

  • Christian Conrad presented the paper "Two are better than one: volatility forecasting using multiplicative component GARCH models" (joint with Onno Kleen) at the 11th Annual Meeting of the Society for Financial Econometrics, Lugano, June 14, 2018.
  • Onno Kleen and Michael Stollenwerk attended the SoFiE Financial Econometrics Summer School 2018: Big Data in Macroeconomics and Finance, Brussels, June 4-8, 2018.
  • HeiKaMEtrics-Seminar: On June 01, the RTG 1953 "Statistical Modeling of Complex Systems" and HeiKaMEtrics organize a joint econometrics workshop: Stefan Wager (Stanford University) will give talks on "Optimized Regression Discontinuity Designs" and "Augmented Minimax Linear Estimation". Location: Heidelberg University, Mathematikon, conference room, 5th floor. The abstracts can be found here.

May 2018

  • Michael Stollenwerk gave a talk on „Dynamic Principal Component CAW Models for High-Dimensional Realized Covariance Matrices" (joint paper with Bastian Gribisch) at the Quantitative Finance and Financial Econometrics (QFFE) Conference 2018, Marseille, May 30 – June 01, 2018.
  • Christian Conrad presented the paper "Two are better than one: volatility forecasting using multiplicative component GARCH models" (joint with Onno Kleen) at the QFFE 2018 - Quantitative Finance and Financial Econometrics conference, Aix-Marseille School of Economics, May 31, 2018.
  • Michael Stollenwerk attended Quantitative Finance and Financial Econometrics Summer School 2018: Marseille, May 28-30, 2018.
  • HeiKaMEtrics-Seminar: On May 28, Victor Chernozhukov (Massachusetts Institute of Technology) will give a talk on "Double/De-Biased Machine Learning with Regularized Riesz Representers" in the HeiKaMEtrics-Seminar. Location: Heidelberg University, Mathematikon, Room SR C. The abstract can be found here.
  • New publication: Conrad, C., and M. Schienle (2018). "Testing for an omitted multiplicative long-term component in GARCH models." Journal of Business & Economic Statistics, forthcoming.
  • New publication: Conrad, C., A. Custovic, and E. Ghysels (2018). "Long- and short-term cryptocurrency volatility components: A GARCH-MIDAS analysis." Journal of Risk and Financial Management, 11, 23.

 

Jobs:


Job Advertisement Student Assistent Chairs Empirical Economics and Macroeconomics - Heidelberg University

Werkstudent (m/w) Wertpapier Compliance, Hamburg und Frankfurt - Berenberg Privatbankiers

Praktikum als Consultant (m/w/d) im Bereich Projekte & Digitalisierung mit Schwerpunkt Robotic Process Automation (RPA), Hamburg - Berenberg Privatbankiers

Praktikanten oder Werkstudenten im Fixed Income Research, Frankfurt am Main - Berenberg Privatbankiers

Referentin/Referenten für die Prüfungsabteilung III - Referat III 1 (Bereich Grundsatzfragen des Haushaltsrechts und der Finanzkontrolle) - Hessischer Rechnungshof

 

 

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Latest Revision: 2018-08-08
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