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Roman Liesenfeld

University of Cologne

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Germany

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Research Interests

Microeconomics

40%

Asset Management

20%

Stochastic Frontier

30%

Econometric

30%

Computational Finance

20%

Energy Economics

10%

Quantitative Finance

10%

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Recent Grants

Grant: Close

Dynamische Faktormodelle für die Volatilität von Aktienrenditen und ihre statistische Inferenz basierend auf der Likelihoodfunktion

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Grant: Close

Räumliche Effekte in Zähldatenmodellen

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Grant: Close

Vektorautoregressive Modelle mit zeitvariierenden Parametern und stochastischer Volatilität

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Close Date:

Grant: Close

Lineare und nichtlineare Panelmodelle mit verallgemeinerter Fehlertermstruktur und ihre Anwendung bei der Analyse von Leistungsbilanzsalden

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Collaborators2

Bastian Gribisch

University of Cologne

GERMANY

Fabian Krüger

Karlsruhe Institute of Technology

GERMANY