M.Sc. Fabian Schmidt - TU Dortmund
University Research Interests Financial data Predictive regressions with unknown predictor persistence Predictability monitoring and prediction comparisons Time series data Talks Factor-based IVX predictive [...] Nonstationary Volatility . UA RuhrMetrics Seminar. Bochum, Germany (06/2022). Teaching Econometrics Panel Data Econometrics (Graduate level: Dortmund, recurrent) Econometric Forecasting (Graduate level: Dortmund [...] Winter 2020/21) Advanced Statistics II (Graduate level: Kiel, Summer 2021) Univariate Time Series Analysis (Graduate level: Kiel, Winter 2021/22) Methodology of Statistics I (Undergraduate level: Kiel, …