Welcome

My name is Onno Kleen and I am a PhD student and research assistant in the Department of Economics at Heidelberg University. My focus in research is upon time series analysis and its applications in macro-finance and density forecasting.

• Low-volatility forecasting for low-volatility investing

  Mon, Apr 23, 2018, Frontiers of Factor Investing

• Two are better than one: volatility forecasting using multiplicative component models

  Thu, Mar 22, 2018, IV International PhD Conference in Economics

• Summer School: The Science of Forecasting

  Wed, Oct 4, 2017, ScienceFore Summer School

• Two are better than one: volatility forecasting using multiplicative component GARCH models

  Thu, Sep 14, 2017, Inaugural Conference of the HeiKaMEtrics Network

• onno.kleen@awi.uni-heidelberg.de
• +49 6221 542908
• Bergheimer Straße 58, 69115 Heidelberg, Germany