Biography
Onno Kleen is an Assistant Professor at the ÌÇÐÄÖ±²¥. His focus in research is upon time series analysis and its applications in financial economics, macro-finance and distribution forecasting. He analyzes financial risk; for example, via the analysis of high-dimensional data with machine learning.
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Work
- Onno Kleen (2024) - - Journal of Applied Econometrics, 39 (5), 833-849 - doi: -
- Gustavo Freire & Onno Kleen (2023) - - doi:
- Christian Conrad, Onno Kleen & Rasmus Lonn (2022) - - doi:
- Onno Kleen & Anastasija Tetereva (2022) - - doi:
- Onno Kleen, Kris Boudt & Emil Sjørup (2022) - - Journal of Statistical Software, 104 (8), 1-36 - doi: -
- Christian Conrad & Onno Kleen (2020) - - Journal of Applied Econometrics, 35 (1), 19-45 - doi: -
- Onno Kleen (2019) - - doi:
- Onno Kleen (2024) - Equity option prices and firm characteristics (Speaker)
Activiteit: Oral presentation › Academic - Onno Kleen (2024) - University of Copenhagen (Visiting researcher)
Activiteit: Visiting an external academic institution › Academic - Onno Kleen (2023) - Equity Options and Firm Characteristics (Speaker)
Activiteit: Oral presentation › Academic - Onno Kleen (2023) - Equity Options and Firm Characteristics (Speaker)
Activiteit: Oral presentation › Academic - Onno Kleen (2023) - Equity Options and Firm Characteristics (Speaker)
Activiteit: Oral presentation › Academic - Onno Kleen, Anastasija Tetereva, Gustavo Bulhoes Carvalho da Paz Freire, Maria Grith, Alberto Quaini & Rasmus Lonn (2023) - Financial Econometrics meets Machine Learning (FinEML) (Organiser)
Activiteit: Organising and contributing to an event › Academic - Onno Kleen & Alexander Glas (2022) - 16th International Conference on Computational and Financial Econometrics (Organiser)
Activiteit: Organising and contributing to an event › Academic - Onno Kleen (2022) - Economic tracking trees (Speaker)
Activiteit: Invited talk › Academic - Onno Kleen (2022) - A Forest Full of Risk Forecasts for Managing Volatility (Speaker)
Activiteit: Oral presentation › Academic - Onno Kleen (2022) - Robust Inference for Mixed-Frequency Analysis (Speaker)
Activiteit: Oral presentation › Academic - Onno Kleen (2022) - A Forest Full of HAR Models (Speaker)
Activiteit: Oral presentation › Academic
