IHS - People
People at IHS in alphabetical order:
Leopold Sögner obtained his Mag.rer.soc.oec and Dr.rer.soc.oec from Vienna University of Economics and Business Administration. Leopold Sögner joined IHS in 2008 from Vienna University of Technology. He has been acting as Director of Graduate Studies since June 2013. Since 2009 he is faculty member at the Vienna Graduate School of Finance. Leopold's research interests are quantitative finance and applied econometrics.
''Consistent Expectations Equilibria and Learning in a Stock Market'',
with J. Mitlöhner, Journal of Economic Dynamics and Control, 2002. Vol. 26/2, p. 171 - 185.
''Stochastic Equilibrium: Learning by Exponential Smoothing'', with K. Pötzelberger, Journal of Economic Dynamics and Control, 2003. Vol. 27/10, p. 1743 - 1770.
''Sample Autocorrelation Learning in a Capital Market Model'', with K. Pötzelberger, Journal of Economic Behavior and Organization, 2004. Vol. 53/2, p. 215-236.
''Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law'', with S. Frühwirth-Schnatter, Annals of the Institute of Statistical Mathematics, 2009, Vol. 61/1, 159-179.
''The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk'', with Paul Schneider and Tanja Veza, Journal of Financial and Quantitative Analysis, 2010, Vol. 45, 1517-1547.