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Refereed Publications

Labour Income in the Age of Internet Revolution (Empirical Economics Letters)

Individual labour income, stock prices and whom it may concern (Applied Economics Letters)

Weakening the Gain-Loss ratio measure to make it stronger (Finance Research Letters)

Talks

  1. September 4th 2017 on Jahrestagung Verein für Socialpolitk 2017 Investors' favourite - A different look at valuing individual labour income
  2. August 23rd 2017 on EEA/ESEM 2017 Investors' favourite - A different look at valuing individual labour income
  3. June 17th 2017 on EcoSta 2017 Investors' favourite - A different look at valuing individual labour income
  4. April 20th 2017 Disputation The Substantial-Gain-Loss-Ratio and the evaluation of individual labor income
  5. January 8th 2016 on the 12th Western Economics Association International Winter Meeting in Singapore
    Labor income in times of digital revolution
  6. December 13th 2015 on the CFE conference on Computational and Financial Econometrics - London:
    Individual Labor Income, Stock Prices and Whom it may concern
  7. September 30th 2015 on the CEQURA junior Research Workshop - München:
    Individual Labor Income, Stock Prices and Whom it may concern
  8. June 23rd 2015 on the 9th RECA Bayesian Workshop
    Individual Labor Income, Stock Prices and Whom it may concern
  9. March 12th 2015 on the 11th International Young Scholar German Socio-Economic Panel Symposium
    Do occupational peers share a common financial labor income risk?
  10. January 9th 2015 on the 11th Western Economic Association International Winter Meeting in Wellington (New Zealand)
    Weakening the Gain-Loss ratio measure to make it stronger
  11. September 30th 2014 on the CEQURA junior Research Workshop - München:
    The Substantail Gain-Loss-Ratio

Theses

  1. BSc. Mathe: Verzweigende Markovketten
  2. MSc. BWL: Unspanned Volatility on Commodity Markets
  3. MSc. Mathe: Zeitstetige Gleichgewichtsmodelle zum Insiderhandel

Term papers

  1. Einführung in die Martingaltheorie
  2. Estimation of the Cox-Ingersoll-Ross model
  3. Model based explanation of the volatility smile
  4. Modellierung der implizierten Volatilitätsfläche