Completed Theses

  • Essays on Persistence in Economic Time Series
    Robinson Kruse
    Year: 2008
  • Essays on the problem of distinguishing between long memory and nonlinear time series
    Heri Kuswanto
    Year: 2009
  • Essays on nonlinearity in economic time series
    Florian Heinen
    Year: 2011
  • Contributions to change-point analysis under long-range dependencies
    Juliane Willert
    Year: 2012
  • Essays on Model Risk
    Philip Bertram
    Year: 2012
  • Contributions to Model Risk
    Corinna Luedtke
    Year: 2013
  • Essays on Nonlinear and Explosive Time Series - With Applications to Financial Markets
    Hendrik Kaufmann
    Year: 2014
  • Essays on Model Risk - The Role of Volatility for the Accuracy of Financial Risk Models
    Johannes Rohde
    Year: 2015
  • 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 Spurious Long Memory Time Series
    Marie Theres Busch
    Year: 2018
  • Essays on Robust Long Memory Inference
    Michael Wolfgang Will
    Year: 2018
  • 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 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 Long Memory Estimation and Testing for Structural Breaks under Long-Range Dependent Errors
    Simon Wingert
    Year: 2020
  • Essays on Financial Time Series with a Focus on High-Frequency Data
    Janis Becker
    Year: 2020
  • Studien zu hochschulpolitischen Fragestellungen
    Britta Stöver
    Year: 2020
  • Essays on Fractional Cointegration and Long Memory Time Series
    Mwasi Mboya
    Year: 2022
  • Essays on Persistence and Volatility in Financial Time Series
    Tristan Hirsch
    Year: 2022
  • Essays on Applied Time Series in Macroeconomics and Finance
    Theoplasti Kolaiti
    Year: 2022
  • Essays on Time Series Analysis and Statistical Machine Learning
    Johanna Meier
    Year: 2023
  • Essays on Time Series Analysis in the Context of Climate Change
    Teresa Flock
    Year: 2023

Research Projects

  • Distinguishing between trends and long - range dependence
    Led by: Prof. Dr. Philipp Sibbertsen
    Year: 2001
    Funding: Volkswagenstiftung
    Duration: 10/2001 - 09/2002
  • Modellierung extremer Scheitel und Füllen im Rheingebiet
    Led by: Prof. Dr. Philipp Sibbertsen
    Year: 2002
    Funding: Bundesanstalt für Gewässerkunde
    Duration: 05/2002 - 04/2005
  • Samstags-Uni - Statistik und Stochastik in der Schule
    Led by: Prof. Dr. Philipp Sibbertsen
    Year: 2003
    Funding: Robert Bosch Stiftung
    Duration: 06/2003 - 05/2006
  • Absicherung von Bankinsolvenzen
    Led by: Prof. Dr. Philipp Sibbertsen
    Year: 2008
    Funding: Forschungsinitiative Sicherheit der Leibniz Universität Hannover
    Duration: 01/2008 - 12/2009
  • Spezifikation nichtlinearer Zeitreihenmodelle
    Led by: Prof. Dr. Philipp Sibbertsen
    Year: 2009
    Funding: Deutsche Foschungsgemeinschaft
    Duration: 07/2009 - 06/2012
  • Statistisches Modellrisiko
    Led by: Prof. Dr. Philipp Sibbertsen
    Year: 2009
    Funding: Kooperationsprojekt mit der Talanx AG
    Duration: 05/2009 - 04/2012
  • Messung des Modellrisikos bei Finanzinstitutionen
    Led by: Prof. Dr. Philipp Sibbertsen
    Year: 2010
    Funding: Thyssen-Stiftung zur Wissenschaftsförderung
    Duration: 01/2010 - 12/2011
  • Strukturbrüche in persistenten Zeitreihen
    Led by: Prof. Dr. Philipp Sibbertsen
    Year: 2014
    Funding: Deutsche Forschungsgemeinschaft
    Duration: 10/2014 - 09/2017
  • Bildungsforschung als Basis für die Hochschulpolitik in Niedersachsen
    Led by: Prof. Dr. Philipp Sibbertsen
    Year: 2016
    Funding: Niedersächsisches Ministerium für Wissenschaft und Kultur
    Duration: 09/2016 - 08/2021
  • Strukturbrüche in persistenten Zeitreihen (Fortsetzung)
    Led by: Prof. Dr. Philipp Sibbertsen
    Year: 2017
    Funding: Deutsche Forschungsgemeinschaft
    Duration: 12/2017 - 11/2020
  • Directional Predictability in Asset Returns
    Led by: Dr. Christian Leschinski
    Year: 2017
    Funding: Wege in die Forschung II
    Duration: 05/2017 - 04-2019
  • Testen und Schätzen von Strukturbrüchen in fraktionalen Kointegrationsbeziehungen
    Led by: Prof. Dr. Philipp Sibbertsen
    Year: 2021
    Funding: Deutsche Forschungsgemeinschaft
    Duration: 09/2021 - 08/2024