dr. (Onno) O Kleen

Erasmus School of Economics

Assistant professor | Econometrics

Email: kleen@ese.eur.nl
Room: ET-32
Location: Burg. Oudlaan 50, Rotterdam

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]

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Statistics (pre-master)

Level: pre-master
Year Level: pre-master
Year: 2022
Course Code: FEB21007S

Statistics

Level: bachelor 1
Year Level: bachelor 1
Year: 2022
Course Code: FEB21007

Statistics

Year Level: bachelor 1, bachelor 1
Year: 2022
Course Code: FEB21007X

Seminar Financial Case Studies

Level: master
Year Level: master
Year: 2022
Course Code: FEM21019