Michael Stollenwerk, M.Sc.
Email: michael.stollenwerk@awi.uni-heidelberg.de
Research Interests
Realized Covariance Matrices, Financial Econometrics, Forecasting and Systemic Risk
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Education |
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| since 2017 | PhD student in Economics, Heidelberg University |
| 03-06 2021 | Research stay at HEC Lausanne at the invitation of Prof. Dr. Michael Rockinger |
| 2017 - 2018 | Graduate School of Economics (Guest Student), University of Mannheim |
| 2013 - 2016 | Master of Science in Economics, University of Cologne |
| 2009 - 2013 | Bachelor of Science in Business Administration, University of Cologne |
Publications in Refereed Journals
- Gribisch, B., Stollenwerk, M. (2020). "Dynamic Principal Component CAW Models for High-Dimensional Realized Covariance Matrices." Quantitative Finance. DOI: 10.1080/14
Conferences and Summer Schools:
2022:
- 9th HKMetrics Workshop, Online, Ökonometrieworkshop.
2021:
- 15th International Conference on Computational and Financial Econometrics (CFE), London.
- 8th HKMetrics Workshop - Virtueller Ökonometrieworkshop in Heidelberg.
2019:
- QFFE Summer School, Marseille, Quantitative Finance and Financial Econometrics.
- QFFE Conference, Marseille, Quantitative Finance and Financial Econometrics.
- 6th HKMetrics Workshop, Mannheim, Ökonometrieworkshop.
2018:
- SoFiE Summer School 2018, Brussels, Big Data in Macroeconomics and Finance.
- QFFE Summer School, Marseille, Quantitative Finance and Financial Econometrics.
- QFFE Conference, Marseille, Quantitative Finance and Financial Econometrics.
- 4th HeiKaMEtrics Workshop, Karlsruhe, Ökonometrieworkshop.
2017:
- HeiKaMEtrics Conference, Heidelberg, Financial Econometrics.
- ScienceFore Summer School, Heidelberg, The Science of Forecasting.
Teaching
Tutorials
- Empirische Wirtschaftsforschung (Bachelor, summer 22)
- Advanced Macroeconomics (Master, winter 21/22)
- Advanced Econometrics (Master, winter 20/21)
- Advanced Econometrics (Master, winter 19/20)
- Wirtschafts- und Sozialstatistik (Bachelor, summer 19)
- Advanced Econometrics (Master, winter 18/19)
- Allgemeine Methodenlehre der Statistik (Bachelor, summer 18)
- Empirical Finance (Bachelor, winter 17/18)
- Financial Econometrics (Master, summer 17)
- Wahrscheinlichkeitsrechnung und schließende Statistik (Bachelor, winter 16/17)
Editor:
Email
Latest Revision:
2022-06-09
