Marcus Rockel, M. Sc.
Wissenschaftlicher Mitarbeiter an der Abteilung für Quantitative Finanzmarktforschung
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Sprechzeiten / Kontakt
Tel.: +49 761 203 97826
E-Mail: marcus.rockel@finance.uni-freiburg.de
Raum: 03-19
Sprechzeiten: Nach Vereinbarung
Lehre
WS 2023/24: Python Course, Vorlesung
SoSe 2023: Statistik (Übung)
WS 2022/23: Mathematical Methods for Economics and Finance, Übung
SoSeS 2022: Statistik (Übung)
WS 2021/22: Mathematical Methods for Economics and Finance, Übung.
Forschungsinteressen
WS 2023/24: Python Course, Vorlesung
SoSe 2023: Statistik (Übung)
WS 2022/23: Mathematical Methods for Economics and Finance, Übung
SoSeS 2022: Statistik (Übung)
WS 2021/22: Mathematical Methods for Economics and Finance, Übung.
Forschungsinteressen
- Climate Risk Factors in Asset Returns
- Dynamic Systemic Risk in a Financial Network
- Copula models and applications to Systemic Risk
Preprints
J. Ansari, M.Rockel. "Dependence properties of bivariate copula families" (2023), arXiv
Sonstiges
I have created a little helper script for data extraction from the Eikon terminal that can be found here. This repository is already preinstalled with an Eikon App Key on the Eikon computer in Rempartstr. 16 and can be accessed e.g. through PyCharm.