Research Projects
-
Testen und Schätzen von Strukturbrüchen in fraktionalen KointegrationsbeziehungenLed by: Prof. Dr. Philipp SibbertsenYear: 2021Funding: Deutsche ForschungsgemeinschaftDuration: 09/2021 - 08/2024
-
Strukturbrüche in persistenten Zeitreihen (Fortsetzung)Led by: Prof. Dr. Philipp SibbertsenYear: 2017Funding: Deutsche ForschungsgemeinschaftDuration: 12/2017 - 11/2020
-
Directional Predictability in Asset ReturnsLed by: Dr. Christian LeschinskiYear: 2017Funding: Wege in die Forschung IIDuration: 05/2017 - 04-2019
-
Bildungsforschung als Basis für die Hochschulpolitik in NiedersachsenLed by: Prof. Dr. Philipp SibbertsenYear: 2016Funding: Niedersächsisches Ministerium für Wissenschaft und KulturDuration: 09/2016 - 08/2021
-
Strukturbrüche in persistenten ZeitreihenLed by: Prof. Dr. Philipp SibbertsenYear: 2014Funding: Deutsche ForschungsgemeinschaftDuration: 10/2014 - 09/2017
-
Messung des Modellrisikos bei FinanzinstitutionenLed by: Prof. Dr. Philipp SibbertsenYear: 2010Funding: Thyssen-Stiftung zur WissenschaftsförderungDuration: 01/2010 - 12/2011
-
Spezifikation nichtlinearer ZeitreihenmodelleLed by: Prof. Dr. Philipp SibbertsenYear: 2009Funding: Deutsche FoschungsgemeinschaftDuration: 07/2009 - 06/2012
-
Statistisches ModellrisikoLed by: Prof. Dr. Philipp SibbertsenYear: 2009Funding: Kooperationsprojekt mit der Talanx AGDuration: 05/2009 - 04/2012
-
Absicherung von BankinsolvenzenLed by: Prof. Dr. Philipp SibbertsenYear: 2008Funding: Forschungsinitiative Sicherheit der Leibniz Universität HannoverDuration: 01/2008 - 12/2009
-
Samstags-Uni - Statistik und Stochastik in der SchuleLed by: Prof. Dr. Philipp SibbertsenYear: 2003Funding: Robert Bosch StiftungDuration: 06/2003 - 05/2006
-
Modellierung extremer Scheitel und Füllen im RheingebietLed by: Prof. Dr. Philipp SibbertsenYear: 2002Funding: Bundesanstalt für GewässerkundeDuration: 05/2002 - 04/2005
-
Distinguishing between trends and long - range dependenceLed by: Prof. Dr. Philipp SibbertsenYear: 2001Funding: VolkswagenstiftungDuration: 10/2001 - 09/2002
Completed Theses
-
Essays on Applied Time Series in Macroeconomics and FinanceTheoplasti KolaitiYear: 2022
-
Essays on Persistence and Volatility in Financial Time SeriesTristan HirschYear: 2022
-
Essays on Fractional Cointegration and Long Memory Time SeriesMwasi MboyaYear: 2022
-
Essays on Structural Change Tests under Long MemoryKai Rouven WengerYear: 2020
-
Essays on Long Memory Estimation and Testing for Structural Breaks under Long-Range Dependent ErrorsSimon WingertYear: 2020
-
Essays on Financial Time Series with a Focus on High-Frequency DataJanis BeckerYear: 2020
-
Studien zu hochschulpolitischen FragestellungenBritta StöverYear: 2020
-
Essays on Fractional Cointegration and Seasonal Long MemoryMichelle Laura VogesYear: 2019
-
Essays on fractional cointegration and spurious long memoryAlia AfzalYear: 2019
-
Essays on Spurious Long Memory Time SeriesMarie Theres BuschYear: 2018
-
Essays on Robust Long Memory InferenceMichael Wolfgang WillYear: 2018
-
Essays on Long Memory Time SeriesChristian Hendrik LeschinskiYear: 2016
-
Essays on Empirical Finance in Times of Crises - Fractional Integration, Structural Breaks and ExplosivenessChristoph WegenerYear: 2016
-
Essays on Model Risk - The Role of Volatility for the Accuracy of Financial Risk ModelsJohannes RohdeYear: 2015
-
Essays on Nonlinear and Explosive Time Series - With Applications to Financial MarketsHendrik KaufmannYear: 2014
-
Contributions to Model RiskCorinna LuedtkeYear: 2013
-
Contributions to change-point analysis under long-range dependenciesJuliane WillertYear: 2012
-
Essays on Model RiskPhilip BertramYear: 2012
-
Essays on nonlinearity in economic time seriesFlorian HeinenYear: 2011
-
Essays on the problem of distinguishing between long memory and nonlinear time seriesHeri KuswantoYear: 2009
-
Essays on Persistence in Economic Time SeriesRobinson KruseYear: 2008
