Mag. Thomas Stark, BSc. BSc.
PRAE DOC UNIVERSITY ASSISTANT
I am currently a Ph.D. student supervised by Lukas Steinberger and Erhard Reschenhofer with funding and support by grant 18051 from the Anniversary Fund of the Oesterreichische Nationalbank, Austria.
MAIN RESEARCH INTERESTS
- High-Dimensional Data Analysis
- Predictive Inference
- Time Series Analysis
- Financial Econometrics
RESEARCH ACTIVITIES
- Publications
- Mangat, M., Reschenhofer, E. and Stark, T. (2020). Volatility forecasts, proxies and loss functions. Journal of Empirical Finance 59, 133-153. [Link]
- Mangat, M., Reschenhofer, E. and Stark, T. (2020). Improved estimation of the memory parameter. Theoretical Economics Letters 10(1), 47-68. [Full Text]
- Mangat, M., Reschenhofer, E. and Stark, T. (2020). Robust estimation of the memory parameter. Journal of Statistical and Econometric Methods 9(4), 53-86. [PDF]
- Reschenhofer, E. and Stark, T. (2019). Forecasting the yield curve with dynamic factors. Romanian Journal of Economic Forecasting XXII (1), 115-129. [PDF]
- Mangat, M., Reschenhofer, E. and Stark, T. (2020). Volatility forecasts, proxies and loss functions. Journal of Empirical Finance 59, 133-153. [Link]