M.Sc. Fabian Schmidt - TU Dortmund
at Kiel University 2020-2022: Research assistant at Kiel University 2017-2020: M.Sc. Quantitative Finance, Kiel University 2014-2017: B.Sc. Economics, Kiel University Research Interests Financial data Predictive [...] predictive regression. 6th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance . Wien, Austria (05/2024). Monitoring the predictability of stock returns under nonstationary volatility …