Gebäude D4

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Leopold Sögner
Department of Economics and Finance
Institute for Advanced Studies
Research Interests

Credit Risk, Affine Term Structure Models, Financial 10bet bonus codeEconometrics, Financial Economics

Selected Publications
  • Hlouskova, J., Sögner, L. (2020): GMM estimation of affine term structure models, Econometrics and Statistics, 13, 2-15.
  • Mutl, J., Sögner, L. (2019): Parameter estimation and inference with spatial lags and cointegration, Econometric Reviews, 38 (6), pp. 597-635.
  • Meier, M., Sögner, L. (2017): A new strategy for Robbins‘ problem of optimal stopping, Journal of Applied Probability 54, 331 – 336.
  • Frühwirth, M., Sögner, L. (2015): Weather and SAD related mood effects on the financial market, The Quarterly Review of Economics and Finance 57, 11-31.
  • Sögner, L. (2015): Bayesian Learning, Shutdown and Convergence, Mathematical Social Sciences 75, 27-43.
  • Sögner, L. (2014): Priors and Bayesian parameter estimation of affine term structure models, International Journal of Computational Economics and Econometrics 4 (3-4), 288-319.
  • Barth, A., Sögner, L., Gnambs, T., Kundi, M., Reiner, A., Winker, R. (2011): Socioeconomic factors and suicide: an analysis of 18 industrialized countries for the years 1983 through 2007, Journal of occupational and environmental medicine 53 (3), 313-317.
Conferences
  • 4th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance (Time Series 2019),  May 16-17, 2019, Institute for Advanced Studies, Vienna, Austria
Günter Strobl
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