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Jun. Prof. Dr. Hans Manner

Jun. Prof. Dr. Hans Manner - Department of Economic and Social Statistics

Curriculum Vitae

  • Since 2010 Assistant Professor of Econometrics, University of Cologne
  • 2006 - 2010 PhD in Econometrics, Maastricht University
  • 2008 - 2008 Visiting PhD student at the Institute of Statistics at Université Catholique de Louvain, Louvain-la-neuve, Belgium.
  • 2001 - 2005 Master of Econometrics at Maastricht University
  • 1993 - 2000 Abitur at Gymnasium Große Schule, Wolfenbüttel

Selected Publications

  • „Models for short term forecasting of spike occurrences in Australian electricity markets: a comparative study“, with Michael Eichler, Oliver Grothe and Dennis Tuerk. Journal of Energy Markets, forthcoming.
  • „Analyzing the severity of accidents on the German Autobahn“, with Laura Wünsch-Ziegler. Accident Analysis and Prevantion, 57, 40-48, 2013.
  • „A survey on time-varying copulas: Specification, simulations and estimation“, with Olga Reznikova. Econometric Reviews, 31(6), 654-687, 2012.
  • „Dynamic Stochastic Copula Models: Estimation, Inference and Applications“, with Christian M. Hafner. Journal of Applied Econometrics, 2, 269-295, 2012.
  • „On factors related to car accidents on German Autobahn connectors“, with Martin Garnowski. Accident Analysis and Prevention, 43, 1864-1871, 2011.
  • „Tails of correlation mixtures of elliptical copulas“, with Johan Segers. Insurance: Mathematics and Economics, 48, 153-160, 2011.
  • „Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas“, with Bertrand Candelon. Pacific Economic Review, 15(3), 364-384, 2010.
  • „Testing for Asymmetric Dependence“, Studies in Nonlinear Dynamics & Econometrics, 14(2), 2010.