Information

  • Bachelor Thesis

    • Futures as a means of risk hedging using the example of the market for pork bellies (2007)
    • The euro in Slovenia. An overview of the course of the introduction of the euro in Slovenia (2007)
    • Development of female labour market participation in western Germany (2009)
    • Validity of the Resource Curse Hypothesis considering different definitions of resource wealth and indicators of government failure (2009)
    • Quotient correlation of financial market data (2009)
    • Improvement of VAR forecasting models through cointegration (2010)
    • Optimal Portfolio Choice under Regime Switching (2010)
    • Indicators of a financial crisis: A Bayesian approach (2010)
    • Optimal vs. naive diversification: efficiency of selected portfolio strategies (2010)
    • Is Health a Luxury? An empirical study on the income elasticity of health care expenditure (2011)
    • An empirical analysis of immigrant child poverty in Germany (2011)
    • Alternative models for speculative stock price bubbles: A comparison of classical test methods (2013)
    • Evaluation and comparison of volatility forecasts: Identifying consistent criteria (2014)
    • Volatility of stock price returns taking into account rational bubbles (2014)
    • Volatility forecasts using realised volatility measures (2014)
    • Investigation of the power of sequential unit root tests for periodically occurring and stochastically deflating rational bubbles (2015)
    • Estimating a common stochastic trend using Gibbs sampling: theory and application (2016)
    • How Poor is Poor? Statistical Analysis of the Impact of Different Poverty Definitions (2017)
    • Description of the development of acquisitions on account of death and gifts among the living in Germany based on inheritance and gift tax statistics (2017)
    • Measuring income mobility (2017)
    • Demographic forecast for China (2017)
    • Forecast of the prevalence of the need for long-term care (2017)
    • Hedonic Regression for wine (2017)
    • The effects of parental education on the income of children: An OLS analysis of the ALLBUS 2014 dataset in R (2018)
    • Microeconometric Estimation of the Demand für Financial Assets Using Quantile Regression (2018)
    • The Relationship between Fertility & Female labor market outcomes: Empirical Evidence from Russia (2018)
    • LASSO regression in violation of the standard assumptions (2019)
    • Identification of structural factors influencing the quality of German hospitals using the LASSO method (2019)

  • Master Thesis

    • Speculative Bubbles in Commodity Markets (2010)
    • Frequentistic and Bayesian Monte Carlo simulation (2015)
    • Time varying dynamic factor models (2016)
    • Dynamic Yield Curve Modeling: The arbitrage-free Nelson-Siegel approach with macroeconomic fundamentals (2016)
    • Robust Portfolio Optimization: An Application of Robust Statistics to Mean-Variance-Optimization with Transaction Costs (2016)
    • Theory and application of machine learning methods for modelling credit default probabilities (2017)
    • Forecast GDP growth and inflation rates in G7 countries: The role of economic policy uncertainty (2017)
    • Gender-Based Taxation: The Analysis of the Gendered Tax Elasticity of Income in the Federal Republic of Germany (2017)
    • Multivariate GARCH models: An overview with application using the example of volatility spillovers between equity and currency markets (2018)
    • Forecast GDP growth rates of BRICS countries with focus on China and South Africa (2018)
    • Critical consideration of different estimation methods and their application to the stochastic volatility model (2018)
    • Forecasting the Euro-Dollar Exchange Rate: A Review of Methods and Models (2018)
    • Estimation of Stochastic Discount Factor: A Study in Julia (2018)
    • Analysis of Economic Inequality Based on a Combined Income-Wealth Measure (2018)
    • Old-age poverty in Austria and Germany: A comparison of the material situation of older people (2018)