Credit Risk, Affine Term Structure Models, Financial Econometrics, Financial Economics
Hlouskova, J., Sögner, L., 2019. GMM estimation of affine term structure models, Econometrics and Statistics, forthcoming.
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.
4th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance (Time Series 2019), May 16-17, 2019, Institute for Advanced Studies, Vienna, Austria