Work in Progress
this page is still incomplete
Working Papers
Heterogeneity in Network Peer Effects, with Derya Uysal and Livia Shkoza, submitted.
Bayesian Regularization of Portfolio Weights, with C. Frey, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2730475, under revision.
Bagged Forecast Combination for Tail Risk Measures, with Roxana Halbleib and Ekaterina Kazak.
How well can Noncognitive Skills predict Unemployment? A Machine Learning Approach, with Jana Mareckova, http://dx.doi.org/10.13140/RG.2.2.33573.96488.
Lecture Notes
Econometrics , unpublished lecture notes, University of Konstanz
Advanced Econometrics, 2023, unpublished lecture notes, University of Konstanz
Financial Econometrics, 2016, unpublished lecture notes, University of Konstanz, with R. Halbleib, I. Nolte and V. Voev
Microeconometrics, 2016, unpublished lecture notes, University of Konstanz