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Logo: Institute of Statistics/Leibniz Universität Hannover
Logo Leibniz Universität Hannover
Logo: Institute of Statistics/Leibniz Universität Hannover
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M. Sc. Michelle Voges

Curriculum Vitae

Education

  • 2016: M. Sc. Economics and Management (Finance), Leibniz Universität Hannover
  • 2015: B. Sc. Economics and Management (Statistics/Econometrics, Financial Markets, Economic Theory), Leibniz Universität Hannover
  • 2011: Abitur (A-Levels), Gymnasium Bad Nenndorf

Scientific Activities

  • Since 04/2016: Research Assistant (PhD student), School of Economics and Management, Institute of Statistics, Leibniz Universität Hannover
  • 2013 - 2016: Student Assistant at the Institute of Statistics, Leibniz Universität Hannover
  • 2013 - 2015: Tutor at the Institute of Statistics, Leibniz Universität Hannover

Research Interest

  • Fractional Cointegration
  • Long Memory Time Series

Selected Publications

2018

  • Voges, M., Leschinski, C. and Sibbertsen, P.: Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks, Advances in Applied Financial Econometrics (forthcoming)

Working Paper

  • Leschinski, C., Voges, M. and Sibbertsen, P.: Integration and Disintegration of EMU Government Bond Markets, Hannover Economic Papers, Nr. 625 (WP)

Conferences

  • "An overview of semiparametric tests for no fractional cointegration", Statistische Woche, Linz 2018
  • "Integration and disintegration of EMU government bond markets", 26th Annual SNDE Symposium, Tokio 2018
  • "The disintegration of EMU government bond markets", CFE-CMStatistics, London 2017
  • "Seasonal fractional cointegration in financial time series", Statistische Woche, Augsburg 2016

Current Teaching

  • Training for Tutors
  • Seminar on Statistics
  • Administration and Organisation of Tutorials
  • Computer exercises to Time Series Anlaysis