CV:

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Lehre:

Lehrveranstaltungen:

• Vorlesung Selected Quantitative Methods (SS) (weitere Informationen)
• Übungen zur Vorlesung Selected Quantitative Methods (weitere Informationen)
• Vorlesung und Übung Introductory Econometrics (WS)

Die Materialien zu diesen Veranstaltungen finden Sie auf http://www.ilias.uni-koeln.de/.

Publikationen:

Artikel:

• "A survey on time-varying copulas: Specification, simulations and estimation", with Olga Reznikova. Econometric Reviews, forthcoming
• "Dynamic Stochastic Copula Models: Estimation, Inference and Applications", with Christian M. Hafner. Journal of Applied Econometrics, forthcoming.
• "Multivariate Time Series Models for Asset Prices", with Christian M. Hafner. Handbook of Computational Finance, forthcoming.
• "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.
  

Bücher:

• Manner, H.: Modeling Asymmetric and Time-Varying Dependence. 199 Seiten, 2010 (Dissertation, Maastricht University).

Working Papers:

• Manner, H., Reznikova, O. (2010): Forecasting international stock market correlations: Does anything beat a CCC?.
  Discussion Papers in Statistics and Econometrics, Seminar of Economic and Social Statistics, University of Cologne, DP 07/10.
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• Manner, H. (2007): Estimation and Model Selection of Copulas with an Application to Exchange Rates.
  METEOR Research Memorandum (RM) 07/056
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