Onno Kleen, M.Sc.

Bergheimer Strasse 58

69115 Heidelberg

Phone: +49 6221 54 2908



Personal website:

Office hours: Tuesday, 9:30  - 10:30

Room: 01.020

Onno Kleen

Research Interests

Econometrics in Finance and Macroeconomics, Forecasting and Systemic Risk


Besides doing research, I am organizing the departmental doctoral seminar and an corporate internships program for future teachers, initiated by Dieter von Holtzbrinck Stiftung. In my spare time, I am an active member of the Heidelberg University Chapter of Amnesty International and like to go out for a jog.



  • PhD student in Economics, Heidelberg University, since 2015

  • 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

Working Papers


  • Conrad, C. and O. Kleen (2018). "Two Are Better Than One: Volatility Forecasting Using Multiplicative Component GARCH Models". Available at SSRN: (A preliminary version of this paper circulated under the title "On the Statistical Properties of Multiplicative GARCH Models", 2016.)



  • 4th Konstanz - Lancaster Workshop on Finance and Econometrics
  • Big Data in Finance and Economics, SoFiE Summer School
  • Frontiers of Factor Investing, Lancaster
  • IV International PhD Conference in Economics, Leicester


  • ScienceFore Summer School, Heidelberg
  • The Econometrics of Derivatives Marketsm, SoFiE Summer School, Chicago 
  • Fourth Annual Conference of the International Association for Applied Econometrics (IAAE), Sapporo
  • Rhenish Multivariate Time Series Econometrics (RMSE), Rotterdam


  • European Meeting of the Econometric Society (ESEM), Geneva


Tutorials (Bachelor)

  • Macroeconometrics (summer 2016)

  • Mathematics for Economists (winter 2013/14 - 2018/19)

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Letzte Änderung: 23.08.2018
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