Research output per year
Research output per year
Personal profile
Research interests
Onno Kleen is an Assistant Professor at the Erasmus University Rotterdam. His focus in research is upon time series analysis and its applications in financial economics, macro-finance and distribution forecasting. He analyzes financial risk; for example, via the analysis of high-dimensional data with machine learning.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Scaling and measurement error sensitivity of scoring rules for distribution forecasts
Kleen, O., Aug 2024, In: Journal of Applied Econometrics. 39, 5, p. 833-849 17 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile10 Downloads (Pure) -
Equity Option Prices and Firm Characteristics
Freire, G. & Kleen, O., 31 Jan 2023.Research output: Working paper › Preprint › Academic
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Volatility forecasting for low-volatility investing
Conrad, C., Kleen, O. & Lonn, R., 1 Aug 2022.Research output: Working paper › Preprint › Academic
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A Forest Full of Risk Forecasts for Managing Volatility
Kleen, O. & Tetereva, A., 13 Jul 2022.Research output: Working paper › Preprint › Academic
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Analyzing Intraday Financial Data in R: The highfrequency Package
Kleen, O., Boudt, K. & Sjørup, E., 2022, In: Journal of Statistical Software. 104, 8, p. 1-36 36 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access5 Citations (Scopus)
Activities
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Equity option prices and firm characteristics
Kleen, O. (Speaker)
18 Jun 2024Activity: Talk or presentation › Oral presentation › Academic
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University of Copenhagen
Kleen, O. (Visiting researcher)
5 Jun 2024 → 25 Jun 2024Activity: Visiting an external institution › Visiting an external academic institution › Academic
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Equity Options and Firm Characteristics
Kleen, O. (Speaker)
21 Oct 2023Activity: Talk or presentation › Oral presentation › Academic
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Equity Options and Firm Characteristics
Kleen, O. (Speaker)
29 Jun 2023Activity: Talk or presentation › Oral presentation › Academic
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Equity Options and Firm Characteristics
Kleen, O. (Speaker)
9 Jun 2023Activity: Talk or presentation › Oral presentation › Academic