Publications
Statistics and Related Fields. IWFOS 2025. Contributions to Statistics. DOI: 10.1007/978-3-031-92383-8_4 . Bruns, M., Keweloh S. A. (2025). Testing for strong exogeneity in proxy-VARs. Journal of Econometrics [...] Monitoring for Stock Return Predictability in Nonstationary Volatility Environments. TRR 391 Working Paper #8 . DOI: 10.17877/DE290R-25840 . Lebedev, A., Das, A., Pappert, S., Schlüter, S. (2025). Analyzing Uncertainty …