Marcus Rockel, M. Sc.

Research Assistant of the Department of Quantitative Finance

Marcus Rockel   Abteilung für Quantitative Finanzmarktforschung Wirtschafts- und Verhaltenswissenschaftliche Fakultät Albert-Ludwigs-Universität Freiburg Rempartstraße 16 79098 Freiburg i. Br. (Germany)

Office Hours / Contact

Tel.: +49 761 203 97826

E-Mail: marcus.rockel@finance.uni-freiburg.de

Room: 03-19

Office Hours by appointment

Teaching

• Winter Term 2024/25: Python Course (Lecture)

• Winter Term 2023/24: Python Course (Lecture)

• Summer Term 2023: Statistik (Tutorial)

• Winter Term 2022/23: Mathematical Methods for Economics and Finance ( Tutorial)
  

• Summer Term 2022: Statistik (Tutorial)

• Winter Term 2021/22: Mathematical Methods for Economics and Finance, Übung.

Research Interests

• Copulas
• Functional dependence
• Rank correlations

Preprints

M. Rockel. "On the exact region between Chatterjee's rank correlation and Spearman's footrule", (2025) arXiv

J. Ansari, M. Rockel. "The exact region and an inequality between Chatterjee's and Spearman's rank correlations", (2025) arXiv

M. Rockel. "Measures of association for approximating copulas", (2025) arXiv

Publikationen

J. Ansari, E. Lütkebohmert, M. Rockel. "An Empirical Study on New Model-Free Multi-output Variable Selection Methods", Springer (2024) SMPS2024

J. Ansari, M. Rockel. "Dependence properties of bivariate copula families", Dependence Modeling (2024) 20240002