Erasmus School of Economics
Assistant professor | Econometrics
- kleen@ese.eur.nl
- Room
- ET-32
- Location
- Burg. Oudlaan 50, Rotterdam
More information
Work
- Gustavo Freire & Onno Kleen (2023) - Equity Option Prices and Firm Characteristics - doi: 10.2139/ssrn.4342597
- Christian Conrad, Onno Kleen & Rasmus Lonn (2022) - Volatility forecasting for low-volatility investing - doi: 10.2139/ssrn.4158925
- Onno Kleen & Anastasija Tetereva (2022) - A Forest Full of Risk Forecasts for Managing Volatility - doi: 10.2139/ssrn.4161957
- 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]
- Onno Kleen (2019) - Scaling and Measurement Error Sensitivity of Scoring Rules for Distribution Forecasts - doi: 10.2139/ssrn.3476461
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen, Anastasija Tetereva, Gustavo Bulhoes Carvalho da Paz Freire, Maria Grith, Alberto Quaini & Rasmus Lonn (2023) - Financial Econometrics meets Machine Learning (FinEML)
- Onno Kleen & Alexander Glas (2022) - 16th International Conference on Computational and Financial Econometrics
- Onno Kleen (2022) - Economic tracking trees
- Onno Kleen (2022) - A Forest Full of Risk Forecasts for Managing Volatility
- Onno Kleen (2022) - Robust Inference for Mixed-Frequency Analysis
- Onno Kleen (2022) - A Forest Full of HAR Models
Statistics
- Level
- bachelor 1
- Year Level
- bachelor 1
- Year
- 2023
- Course Code
- FEB21007
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen, Anastasija Tetereva, Gustavo Bulhoes Carvalho da Paz Freire, Maria Grith, Alberto Quaini & Rasmus Lonn (2023) - Financial Econometrics meets Machine Learning (FinEML)
- Onno Kleen & Alexander Glas (2022) - 16th International Conference on Computational and Financial Econometrics
- Onno Kleen (2022) - Economic tracking trees
- Onno Kleen (2022) - A Forest Full of Risk Forecasts for Managing Volatility
- Onno Kleen (2022) - Robust Inference for Mixed-Frequency Analysis
- Onno Kleen (2022) - A Forest Full of HAR Models
Statistics (pre-master)
- Level
- pre-master
- Year Level
- pre-master
- Year
- 2023
- Course Code
- FEB21007S
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen, Anastasija Tetereva, Gustavo Bulhoes Carvalho da Paz Freire, Maria Grith, Alberto Quaini & Rasmus Lonn (2023) - Financial Econometrics meets Machine Learning (FinEML)
- Onno Kleen & Alexander Glas (2022) - 16th International Conference on Computational and Financial Econometrics
- Onno Kleen (2022) - Economic tracking trees
- Onno Kleen (2022) - A Forest Full of Risk Forecasts for Managing Volatility
- Onno Kleen (2022) - Robust Inference for Mixed-Frequency Analysis
- Onno Kleen (2022) - A Forest Full of HAR Models
Statistics
- Year Level
- bachelor 1, bachelor 1
- Year
- 2023
- Course Code
- FEB21007X
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen (2023) - Equity Options and Firm Characteristics
- Onno Kleen, Anastasija Tetereva, Gustavo Bulhoes Carvalho da Paz Freire, Maria Grith, Alberto Quaini & Rasmus Lonn (2023) - Financial Econometrics meets Machine Learning (FinEML)
- Onno Kleen & Alexander Glas (2022) - 16th International Conference on Computational and Financial Econometrics
- Onno Kleen (2022) - Economic tracking trees
- Onno Kleen (2022) - A Forest Full of Risk Forecasts for Managing Volatility
- Onno Kleen (2022) - Robust Inference for Mixed-Frequency Analysis
- Onno Kleen (2022) - A Forest Full of HAR Models
