Research Projects

• Strukturbrüche in persistenten Zeitreihen (Fortsetzung)

  Leaders: Prof. Dr. Philipp Sibbertsen

  Year: 2017

  Sponsors: Deutsche Forschungsgemeinschaft

  Lifespan: 12/2017 - 11/2020
• Directional Predictability in Asset Returns

  Leaders: Dr. Christian Leschinski

  Year: 2017

  Sponsors: Wege in die Forschung II

  Lifespan: 05/2017 - 04-2019
• Bildungsforschung als Basis für die Hochschulpolitik in Niedersachsen

  Leaders: Prof. Dr. Philipp Sibbertsen

  Year: 2016

  Sponsors: Niedersächsisches Ministerium für Wissenschaft und Kultur

  Lifespan: 09/2016 - 08/2021
• Strukturbrüche in persistenten Zeitreihen

  Leaders: Prof. Dr. Philipp Sibbertsen

  Year: 2014

  Sponsors: Deutsche Forschungsgemeinschaft

  Lifespan: 10/2014 - 09/2017
• Messung des Modellrisikos bei Finanzinstitutionen

  Leaders: Prof. Dr. Philipp Sibbertsen

  Year: 2010

  Sponsors: Thyssen-Stiftung zur Wissenschaftsförderung

  Lifespan: 01/2010 - 12/2011
• Spezifikation nichtlinearer Zeitreihenmodelle

  Leaders: Prof. Dr. Philipp Sibbertsen

  Year: 2009

  Sponsors: Deutsche Foschungsgemeinschaft

  Lifespan: 07/2009 - 06/2012
• Statistisches Modellrisiko

  Leaders: Prof. Dr. Philipp Sibbertsen

  Year: 2009

  Sponsors: Kooperationsprojekt mit der Talanx AG

  Lifespan: 05/2009 - 04/2012
• Absicherung von Bankinsolvenzen

  Leaders: Prof. Dr. Philipp Sibbertsen

  Year: 2008

  Sponsors: Forschungsinitiative Sicherheit der Leibniz Universität Hannover

  Lifespan: 01/2008 - 12/2009
• Samstags-Uni - Statistik und Stochastik in der Schule

  Leaders: Prof. Dr. Philipp Sibbertsen

  Year: 2003

  Sponsors: Robert Bosch Stiftung

  Lifespan: 06/2003 - 05/2006
• Modellierung extremer Scheitel und Füllen im Rheingebiet

  Leaders: Prof. Dr. Philipp Sibbertsen

  Year: 2002

  Sponsors: Bundesanstalt für Gewässerkunde

  Lifespan: 05/2002 - 04/2005
• Distinguishing between trends and long - range dependence

  Leaders: Prof. Dr. Philipp Sibbertsen

  Year: 2001

  Sponsors: Volkswagenstiftung

  Lifespan: 10/2001 - 09/2002

Completed Theses

• Essays on Structural Change Tests under Long Memory

  Kai Rouven Wenger

  Year: 2020
• Essays on Testing for Nonlinearity in Time Series - Issues in Nonlinear Cointegration, Structural Breaks and Change in Persistence

  Claudia Grote

  Year: 2020
• Essays on Financial Time Series with a Focus on High-Frequency Data

  Janis Becker

  Year: 2020
• Essays on Fractional Cointegration and Seasonal Long Memory

  Michelle Laura Voges

  Year: 2019
• Essays on fractional cointegration and spurious long memory

  Alia Afzal

  Year: 2019
• Essays on Spurious Long Memory Time Series

  Marie Theres Busch

  Year: 2018
• Essays on Robust Long Memory Inference

  Michael Wolfgang Will

  Year: 2018
• Essays on Nonlinearities in Time Series: Regime Switching, Outlying Observations, and Changes in Persistence

  Saskia Rinke

  Year: 2016
• Essays on Long Memory Time Series

  Christian Hendrik Leschinski

  Year: 2016
• Essays on Empirical Finance in Times of Crises - Fractional Integration, Structural Breaks and Explosiveness

  Christoph Wegener

  Year: 2016
• Essays on Model Risk - The Role of Volatility for the Accuracy of Financial Risk Models

  Johannes Rohde

  Year: 2015
• Essays on Nonlinear and Explosive Time Series - With Applications to Financial Markets

  Hendrik Kaufmann

  Year: 2014
• Contributions to Model Risk

  Corinna Luedtke

  Year: 2013
• Contributions to change-point analysis under long-range dependencies

  Juliane Willert

  Year: 2012
• Essays on Model Risk

  Philip Bertram

  Year: 2012
• Essays on nonlinearity in economic time series

  Florian Heinen

  Year: 2011
• Essays on the problem of distinguishing between long memory and nonlinear time series

  Heri Kuswanto

  Year: 2009
• Essays on Persistence in Economic Time Series

  Robinson Kruse

  Year: 2008