Leopold Sögner

Re­search In­terests

Credit Risk, Affine Term Struc­ture Mod­els, Fin­an­cial Econo­met­rics, 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

• 4^th Vi­enna Work­shop on High-Di­men­sional Time Ser­ies in Mac­roe­co­nom­ics and Fin­ance (Time Ser­ies 2019),  May 16-17, 2019, In­sti­tute for Ad­vanced Stud­ies, Vi­enna, Aus­tria