Prof. Dr. Fabian Hollstein

We currently have a job opening for a doctoral research position (m/f/x) at our chair as of 01.10.2024 or by arrangement. Application deadline is 15.07.2024. You can find more information here.

The Chair of Quantitative Methods in Economics and Finance offers the Bachelor course "Statistical Programming with R" for students of economics for the wintersemester 2023/24. Note that the class is taking place already in September. Further information can be found on the course page.

The Chair of Quantitative Methods in Economics and Finance offers the new course "Advanced Econometrics" for the  Master program for students of economics for the wintersemester 2022/23.

In addition, we offer seminars for Bachelor and Master students with topics from the subject areas Financial Econometrics and Quantitative Methods.

Lastly, this semester we also offer a special seminar for PhD students. The presentation and allocation of topics will take place on 10th of November 2022 at 14:15…

The Working Paper "Measuring Tail Risk " authored by Fabian Hollstein (jointly with M. Dierkes, M. Prokopczuk, and C. Würsig from Leibniz University Hannover) has been accepted for publication by the Journal of Econometrics.

The Working Paper "Estimating Stock Market Betas via Machine Learning" authored by Fabian Hollstein (joint with W. Drobetz, M. Prokopczuk, and T. Otto from Hamburg University and Leibniz University Hannover) has been accepted for publication by the Journal of Financial and Quantitative Analysis.

The article "Which Factors for Corporate Bond Returns?" authored by Fabian Hollstein (joint with T.D. Dang und M. Prokopczuk of Leibniz University Hannover) has been published as Editor's Choice Article in the Review of Asset Pricing Studies, Vol. 13(4).