Research Projects
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Testen und Schätzen von Strukturbrüchen in fraktionalen KointegrationsbeziehungenLeaders: Prof. Dr. Philipp SibbertsenYear: 2021Sponsors: Deutsche ForschungsgemeinschaftLifespan: 09/2021 - 08/2024
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Strukturbrüche in persistenten Zeitreihen (Fortsetzung)Leaders: Prof. Dr. Philipp SibbertsenYear: 2017Sponsors: Deutsche ForschungsgemeinschaftLifespan: 12/2017 - 11/2020
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Directional Predictability in Asset ReturnsLeaders: Dr. Christian LeschinskiYear: 2017Sponsors: Wege in die Forschung IILifespan: 05/2017 - 04-2019
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Bildungsforschung als Basis für die Hochschulpolitik in NiedersachsenLeaders: Prof. Dr. Philipp SibbertsenYear: 2016Sponsors: Niedersächsisches Ministerium für Wissenschaft und KulturLifespan: 09/2016 - 08/2021
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Strukturbrüche in persistenten ZeitreihenLeaders: Prof. Dr. Philipp SibbertsenYear: 2014Sponsors: Deutsche ForschungsgemeinschaftLifespan: 10/2014 - 09/2017
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Messung des Modellrisikos bei FinanzinstitutionenLeaders: Prof. Dr. Philipp SibbertsenYear: 2010Sponsors: Thyssen-Stiftung zur WissenschaftsförderungLifespan: 01/2010 - 12/2011
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Spezifikation nichtlinearer ZeitreihenmodelleLeaders: Prof. Dr. Philipp SibbertsenYear: 2009Sponsors: Deutsche FoschungsgemeinschaftLifespan: 07/2009 - 06/2012
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Statistisches ModellrisikoLeaders: Prof. Dr. Philipp SibbertsenYear: 2009Sponsors: Kooperationsprojekt mit der Talanx AGLifespan: 05/2009 - 04/2012
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Absicherung von BankinsolvenzenLeaders: Prof. Dr. Philipp SibbertsenYear: 2008Sponsors: Forschungsinitiative Sicherheit der Leibniz Universität HannoverLifespan: 01/2008 - 12/2009
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Samstags-Uni - Statistik und Stochastik in der SchuleLeaders: Prof. Dr. Philipp SibbertsenYear: 2003Sponsors: Robert Bosch StiftungLifespan: 06/2003 - 05/2006
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Modellierung extremer Scheitel und Füllen im RheingebietLeaders: Prof. Dr. Philipp SibbertsenYear: 2002Sponsors: Bundesanstalt für GewässerkundeLifespan: 05/2002 - 04/2005
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Distinguishing between trends and long - range dependenceLeaders: Prof. Dr. Philipp SibbertsenYear: 2001Sponsors: VolkswagenstiftungLifespan: 10/2001 - 09/2002
Completed Theses
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Essays on Structural Change Tests under Long MemoryKai Rouven WengerYear: 2020
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Essays on Long Memory Estimation and Testing for Structural Breaks under Long-Range Dependent ErrorsSimon WingertYear: 2020
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Essays on Financial Time Series with a Focus on High-Frequency DataJanis BeckerYear: 2020
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Studien zu hochschulpolitischen FragestellungenBritta StöverYear: 2020
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Essays on Fractional Cointegration and Seasonal Long MemoryMichelle Laura VogesYear: 2019
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Essays on fractional cointegration and spurious long memoryAlia AfzalYear: 2019
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Essays on Spurious Long Memory Time SeriesMarie Theres BuschYear: 2018
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Essays on Robust Long Memory InferenceMichael Wolfgang WillYear: 2018
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Essays on Long Memory Time SeriesChristian Hendrik LeschinskiYear: 2016
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Essays on Empirical Finance in Times of Crises - Fractional Integration, Structural Breaks and ExplosivenessChristoph WegenerYear: 2016
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Essays on Model Risk - The Role of Volatility for the Accuracy of Financial Risk ModelsJohannes RohdeYear: 2015
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Essays on Nonlinear and Explosive Time Series - With Applications to Financial MarketsHendrik KaufmannYear: 2014
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Contributions to Model RiskCorinna LuedtkeYear: 2013
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Contributions to change-point analysis under long-range dependenciesJuliane WillertYear: 2012
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Essays on Model RiskPhilip BertramYear: 2012
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Essays on nonlinearity in economic time seriesFlorian HeinenYear: 2011
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Essays on the problem of distinguishing between long memory and nonlinear time seriesHeri KuswantoYear: 2009
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Essays on Persistence in Economic Time SeriesRobinson KruseYear: 2008
