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.


CURRICULUM VITAE

RESEARCH ACTIVITIES

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]