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Employment (1)

Erasmus University Rotterdam: Rotterdam, NL

2020-09-01 to present | Assistant professor (Erasmus School of Economics)
Employment
Source: Self-asserted source
Onno Kleen

Works (8)

Scaling and measurement error sensitivity of scoring rules for distribution forecasts

Journal of Applied Econometrics
2024-04-19 | Journal article
DOI: 10.1002/jae.3056
Part of ISSN: 0883-7252
Part of ISSN: 1099-1255
Contributors: Onno Kleen
Source: Self-asserted source
Onno Kleen

A Forest Full of Risk Forecasts for Managing Volatility

SSRN Electronic Journal
2022 | Journal article
DOI: 10.2139/ssrn.4161957
Part of ISSN: 1556-5068
Contributors: Onno Kleen
Source: Self-asserted source
Onno Kleen

Volatility Forecasting for Low-Volatility Investing

SSRN Electronic Journal
2022 | Journal article
DOI: 10.2139/ssrn.4158925
Part of ISSN: 1556-5068
Contributors: Onno Kleen
Source: Self-asserted source
Onno Kleen

Analyzing Intraday Financial Data in R: The highfrequency Package

Journal of Statistical Software
2022-10-27 | Journal article
DOI: 10.18637/jss.v104.i08
Part of ISSN: 1548-7660
Contributors: Onno Kleen; Kris Boudt; Onno Kleen; Emil Sjørup
Source: Self-asserted source
Onno Kleen

Analyzing intraday financial data in R: The highfrequency package

SSRN Electronic Journal
2021 | Working paper
DOI: 10.2139/ssrn.3917548
Part of ISSN: 1556-5068
Source: Self-asserted source
Onno Kleen

Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models

Journal of Applied Econometrics
2020 | Journal article
DOI: 10.1002/jae.2742
Part of ISSN: 0883-7252
Part of ISSN: 1099-1255
Source: Self-asserted source
Onno Kleen

Measurement Error Sensitivity of Loss Functions for Distribution Forecasts

SSRN Electronic Journal
2019 | Working paper
DOI: 10.2139/ssrn.3476461
Part of ISSN: 1556-5068
Source: Self-asserted source
Onno Kleen

Two Are Better Than One: Volatility Forecasting Using Multiplicative Component GARCH Models

SSRN Electronic Journal
2018 | Journal article
DOI: 10.2139/ssrn.2752354
Part of ISSN: 1556-5068
Contributors: Christian Conrad; Onno Kleen
Source: Self-asserted source
Onno Kleen via Crossref Metadata Search

Peer review (2 reviews for 2 publications/grants)

Review activity for Journal of business & economic statistics. (1)
Review activity for Statistical papers. (1)
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