News

The exam reviews will be held on the following dates:

• Exam Time Series Analysis (WS 2023/24)
  Monday, 11 March 2024, 2:00-2:30 p.m., room 01012, Rempartstr. 16, 1st floor
  For further questions you may contact Axel Wolter.
  
  

• Exam Ökonometrie (WS 2023/24)
  Monday, 11 March 2024, 2:30-3:30 p.m., room 01012, Rempartstr. 16, 1st floor
  For further questions you may contact Axel Wolter.
  
  

• Exam Intermediate Econometrics (SS 2023 & WS 2023/24)
  Tuesday, 16 April 2024, 2:00-3:00 p.m., room 01012, Rempartstr. 16, 1st floor
  Prior registration on Ilias is necessary.
  For further questions you may contact Jasper Rennspies.

Im Sommersemester 2024 wird ein SVB-finanziertes antizyklisches Ökonometrie-Tutorat angeboten. Es findet ab der zweiten Vorlesungswoche dienstags von 8:30-10:00 Uhr im HS 1142 statt.

Im Wintersemester 2023/24 wird ein antizyklisches Statistik-Tutorat angeboten. Es findet ab dem 26.10.2023 donnerstags von 16:15-17:45 Uhr im Max-Kade-Auditorium 2 (Alte Universität) statt.

Ab dem 8. Dezember 2023 wird das Tutorat freitags von 12:15-13:45 Uhr in HS 1236 angeboten.

The German Research Foundation has approved Prof. Halbleib's application on "Measuring and Forecasting Financial Risks from an Intrinsic Time Perspective".

Prof. Halbleib is presenting as part of the Invited Session "High-Dimensional Financial Time Series" at the 64th ISI World Statistics Congress in Ottawa, July 16-20, 2023.

Prof. Halbleib co-organizes the international Conference and Spring School Quantitive Finance and Financial Econometrics in Marseille (France). The Conference will be held on June 8-9, 2023 and the Spring School on June 6-7, 2023.

Call for papers

Prof. Halbleib co-organizes the international Conference on Intrinsic Time in Finance from May 6 to May 7, 2022 at Abbey Hegne, Allensbach - Lake Constance. The conference is sponsored by Fritz Thyssen Stiftung.

Call for Papers

The Paper Artificial Neural Network Based Non-linear Transformation of High-Frequency Returns for Volatility Forecasting written by Christian Mücher has been accepted for publication in the Journal Frontiers.

Prof. Halbleib co-organizes the international Conference and Spring School Quantitive Finance and Financial Econometrics in Marseille (France). The Conference will be held on June 16-17, 2022 and the Spring School on June 14-15, 2022.

Call for papers

Prof. Halbleib organizes 2 sessions on Statistics in Finance within the Deutsche Arbeitsgemeinschaft Statistik (DAGStat) Conference 2022 from 28 March to 1 April 2022 in Hamburg.

Prof. Halbleib organizes the workshop Big and Smart Data Analysis in Finance of the Deutsche Statistische Gesellschaft on April 4-6, 2022.

Poster

Professor Halbleib was awarded the Economics Student Council's prize 2021 for excellent teaching in the Master's program.

Congratulations!

Starting with the winter semester 2021/2022, the Research Colloquium of the Institute of Economics will be organized by Prof. Roxana Halbleib - together with Prof. Germain Gaudin and the Graduate Association of Freiburg Economists (FWW).

In 2021, Prof. Roxana Halbleib has become Associate Editor of the Journal Advances in Statistical Analysis (AStA).

Prof. Halbleib will organize the invited session "Latest developments in financial econometrics" at the 15th International Conference on Computational and Financial Econometrics (CFE) from December 18 to December 20, 2021 in London, United Kingdom.

The Paper Realized Quantiles written by Roxana Halbleib and Timo Dimitriadis has been accepted for publication in the Journal of Business & Economic Statistics.