Erasmus School of Economics
Assistant professor | Econometrics
- kleen@ese.eur.nl
- Room
- ET-32
- Location
- Burg. Oudlaan 50, Rotterdam
More information
Work
- Onno Kleen, Kris Boudt & Emil Sjørup (2022) - Analyzing Intraday Financial Data in R: The highfrequency Package - Journal of Statistical Software, 104 (8), 1-36 - doi: 10.18637/jss.v104.i08 - [link]
- Christian Conrad & Onno Kleen (2020) - Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models - Journal of Applied Econometrics, 35 (1), 19-45 - doi: 10.1002/jae.2742 - [link]
Statistics
- Level
- bachelor 1
- Year Level
- bachelor 1
- Year
- 2023
- Course Code
- FEB21007
Statistics (pre-master)
- Level
- pre-master
- Year Level
- pre-master
- Year
- 2023
- Course Code
- FEB21007S
Statistics
- Year Level
- bachelor 1, bachelor 1
- Year
- 2023
- Course Code
- FEB21007X
Seminar Financial Case Studies
- Level
- master
- Year Level
- master
- Year
- 2023
- Course Code
- FEM21019
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