Onno Kleen | Onno Kleen
Onno Kleen

Onno Kleen

Assistant Professor

Erasmus University Rotterdam

I am an Assistant Professor at the Erasmus University Rotterdam. My research focuses on time series econometrics with applications in macro-finance and distribution forecasting. I work on volatility modeling using high-frequency data, mixed-frequency methods such as GARCH-MIDAS, and machine learning approaches for financial econometrics. I develop and maintain several R packages for applied researchers.

Interests

  • Econometrics in Finance and Macroeconomics
  • Forecasting
  • Empirical Finance

Education

  • PhD in Economics, 2020

    Heidelberg University

  • MSc in Economics/MSc in Mathematics, 2015/2014

    Heidelberg University

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