News

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.

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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.

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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…

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The Chair of Quantitative Methods in Economics and Finance offers the new Bachelor course "Statistical Programming with R" for students of economics for the wintersemester 2022/23. [...]

The Chair of Quantitative Methods in Economics and Finance offers new courses for the Bachlor and Master programs for students of economics for the summersemester 2022.

In addition we offer various topics for BSc- and MSc Theses from the subject areas of Volatility and Beta Estimation, Dependence and Jumps, Econometrics and Forecasting, Empirical Asset Pricing, etc.

Moreover Ph.D. students can attend a seminar "Quantitative Methods" with topics from the subject area of Financial Econometrics.

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The project “Market Jumps: Causes and Investor Reactions” by Prof. Dr. Hollstein will be funded by the German Research Foundation (DFG) for three years from 01.11.2024 with a total of € 362,386.

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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.

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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.

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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).

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The Working Paper "Market Power and Systematic Risk" authored by Fabian Hollstein (joint with M. Prokopczuk and C. Würsig from Leibniz University Hannover) has been accepted for publication in Financial Management.

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The Working Paper "How Robust are Empirical Factor Models to the Choice of Breakpoints?" authored by Fabian Hollstein (joint with M. Prokopczuk and V. Voigts of Leibniz University Hannover) has been accepted for publication by the Quarterly Journal of Finance. In addition, the Working Paper"Probability Distortions, Collectivism, and International Stock Prices" authored by Fabian Hollstein (joint with V. Sejdiu of Leibniz University Hannover) has also been accepted for publication by the Journal…

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Fabian Hollstein and Chardin Wese Simen (from the University of Liverpool) have received the Best Paper Award for Derivatives Markes at the Spanish Finance Forum in Malaga.

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Prof. Dr. Fabian Hollstein has been ranked on 28th place among the best business economist researchers under the age of 40 and on 51th place among the best business economist researchers of all age groups in the years 2018 to 2022 in German-speaking countries in the new ranking of the magazine WirtschaftsWoche from 16.12.2022 .

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The Working Paper "The World of Anomalies: Smaller Than We Think?" authored by Fabian Hollstein has been accepted for publication by the Journal of International Money and Finance.

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The Working Paper "Testing Factor Models in the Cross-Section" authored by Fabian Hollstein (together with Marcel Prokopczuk from Leibniz University Hannover) has been accepted for publication by the Journal of Banking and Finance.

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