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.

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

  Fri, Dec 14, 2018, 12th International Conference on Computational and Financial Econometrics

• Volatility forecasting for low-volatility investing

  Mon, Jul 30, 2018, 4th Konstanz - Lancaster Workshop on Finance and Econometrics 2018

• Summer School: Big Data in Finance and Economics

  Mon, Jun 4, 2018, SoFiE Financial Econometrics Summer School

• Volatility forecasting for low-volatility investing

  Mon, Apr 23, 2018, Frontiers of Factor Investing

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