معرفی
Onno Kleen is an Assistant Professor of Econometrics at Erasmus School of Economics, specializing in time series analysis applied to financial economics and macro-finance. His research focuses on distribution forecasting, volatility modeling, and high-dimensional data analysis using machine learning techniques.
His publications demonstrate consistent focus on developing practical econometric tools, including open-source R packages for financial data analysis (highfrequency) and mixed-frequency GARCH modeling (mfGARCH). Article analysis shows strong emphasis on volatility forecasting techniques and distributional scoring methods.
- Software Development: Creator of R packages
alfred(FRED/ALFRED data access) andmfGARCH(mixed-frequency models) - Education: PhD in Economics (Heidelberg University, 2020)
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