Onno Kleen
Assistant professor
Erasmus University Rotterdam
NetherlandsResearch Interests
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About
Onno Kleen is an Assistant Professor at Erasmus University Rotterdam in the Netherlands. His research areas focus on forecasting techniques, with recent publications addressing topics such as scoring rules for distribution forecasts, intraday financial data analysis in R, and managing volatility through risk forecasts. His work also includes advancements in volatility forecasting methodologies, particularly using GARCH-MIDAS models.
Articles (5)
Year:
2024
Year:
2022
Year:
2022
Year:
2022
Year:
2020
Collaborators (2)
Kris Boudt
University of Amsterdam
NETHERLANDS
Christian Conrad
Professor
Ruprecht Karls Universität Heidelberg
GERMANY
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