Photo Hans Manner ©SBESS/Wolf
©SBESS/Wolf

Hans Manner

Hans Manner is Professor of Econometrics and Empirical Economics at the Department of Economics, which he also heads on a deputy basis.

His research focuses on the development and application of econometric methods in various areas of economics. His main research areas are the modeling of dependencies and volatilities of multivariate financial market data for the analysis of risks with the help of copulas. Furthermore, he deals with the statistical detection of financial crises using tests for structural breaks, the analysis and forecasting of extremes in energy and financial markets and methods for the evaluation of density forecasts. Recent research interests include the analysis of real estate prices and research on CO2 emissions in the transportation sector.

Website: https://sites.google.com/view/hansmanner/about-me

Publications

  • Duan, Fang; Manner, Hans; Wied, Dominik
    Model and Moment Selection in Factor Copula Models. Graz. Working Paper. 2018.
    Forschung: Andere Veröffentlichung > Wissenschaftliche Veröffentlichung
  • Almeida, Carlos; Czado, Claudia; Manner, Hans
    Modeling high-dimensional time-varying dependence using dynamic D-vine models.
    In: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY. 32,5. 2016. 621-638. doi:10.1002/asmb.2182
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Manner, Hans
    Modeling and forecasting the outcomes of NBA Basketball games.
    In: Journal of Quantitative Analysis in Sports. 12,1. 2016. 31-41.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Eichler, Michael; Manner, Hans; Türk, Dennis;
    Modeling and forecasting multivariate electricity price spikes.
    In: Energy Economics. 60. 2016. 255-265.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag

Professor
Hans Manner

hans.manner(at)uni-graz.at

+43 316 380 - 3446
https://sites.google.com/view/hansmanner/about-me