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Onno Kleen

Candidate Fellow

University
Erasmus University Rotterdam
Research field
Econometrics
Interests
Finance, Financial Econometrics, Macroeconometrics, Risk Management, Time Series Econometrics

Biography

Onno's primary research field is time series econometrics with financial and macroeconomic applications in mind. He is interested in point and probabilistic forecasting, forecast evaluation, modeling mixed-frequency data, and asset price volatility.

List of publications

Conrad, C. and Kleen, O. (2020). Two are better than one: Volatility forecasting using multiplicative component GARCH?MIDAS models Journal of Applied Econometrics, 35(1):19--45.