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.