Seminar für Wirtschafts- und Sozialstatistik der Universität zu Köln

University of Cologne
Faculty of Management, Economics and Social Sciences

Department of Economic and Social Statistics

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Uni Cologne > WiSo-Faculty > Department of Economic and Social Statistics > Chair for Economic and Social Statistics > Michael Stegh

Dipl.-Kfm. Michael Stegh

Department of Economic and Social Statistics
Chair Prof. Schmid
University of Cologne
Albertus-Magnus-Platz
50923 Cologne
Germany

Phone: +49-221-470-4129
Fax: +49-221-470-5074

Office Hours: by prior arrangement

Site Overview

Materials for Lectures

Research

Research Focus:

Statistical analysis of ultra-high frequency financial data, particularly with regard to the estimation of variances and covariances
Statistical questions associated with financial markets in general
Tournament theory, in particular incentive effects in team sports
Sport economics

Working Paper:

Nieken, P. and Stegh, M. (2010): "Incentive Effects in Asymmetric Tournaments - Empirical Evidence from the German Hockey League", Discussion Paper No. 305, Special Research Group/Transregio 15 'Governance and the Efficiency of Economic Systems'.
Nieken, P. and Stegh, M. (2009): "Distribution of Goals and Late-Game Reversals in the German Hockey League", mimeo.

Presentations:

"Incentive Effects in Asymmetric Tournaments - Empirical Evidence from the German Hockey League", 8th Annual Meeting, "Advances in Human Resource Economics", Research Group Empirical Human Resource and Organizational Research (AKempor), Luneburg, October 2010.
"Incentive Effects in Asymmetric Tournaments - Empirical Evidence from the German Hockey League", XI. Symposium zur Ökonomischen Analyse der Unternehmung, German Economic Association of Business Administration e. V., Frankfurt, September 2010.
"Incentive Effects in Asymmetric Tournaments - Empirical Evidence from the German Hockey League", 7th Annual Meeting, Irish Society of New Economists, Dublin, September 2010.
"Incentive Effects in Asymmetric Tournaments - Empirical Evidence from the German Hockey League", 25th Annual Congress, European Economic Association, Glasgow, August 2010 (EEA Student Travel Award; Incentive-compatible bonus by the Faculty of Management, Economics and Social Sciences, University of Cologne).
"Incentive Effects in Asymmetric Tournaments - Empirical Evidence from the German Hockey League", 36th Annual Meeting, Eastern Economic Association, Philadelphia, February 2010.
"Game Theory - Strategic Decisions in Games and Tournaments", Friedrich-Naumann-Foundation, Gummersbach, July 2009.

Memberships:

European Economic Association
German Statistical Society
KölnAlumni - Freunde und Förderer der Universität zu Köln e.V.
The Econometric Society
Verein für Socialpolitik
Kölner Eishockey-Club "Die Haie" e.V.

Diploma Theses

Hendrik Marks (2006)	The Performance Measure Omega and its Application (in German)
Marc Abadir (2006)	Conditional Contemporary Dependence Measurement of Stock Market Returns (in German)
Xiaobei Mao (2007)	The Performance Measure Omega - Theory and Empirical Application (in German)
Georgiana Anghel (2007)	The Influence of Different Perfomance Measures on the Investment Decision (in German)
Jan Heinrichs (2007)	Statistical Inference for Sharpe's Ratio. Theory and Empirical Application to Hedge Fonds Data (in German)
Dolf Diederichsen (2008)	Empirical Analysis of Correlation between Stock Options and their Underlying Using High-Frequency Data
Tanja Klettke (2009)	Statistical Modelling of Euro Exchange Rate Returns (in German)

Supported Lectures

WT 2004/2005	Descriptive Statistics and Economic Statistics (Basic Studies)
ST 2005	Probability Theory and Statistical Inference (Basic Studies) Advanced Statistics II: Statistical Inference (Advanced Studies) Statistics of Financial Markets (Advanced Studies) Advanced Seminar "Statistical Analysis of High-Frequency Financial Data"
WT 2005/2006	Descriptive Statistics and Economic Statistics (Basic Studies) Multivariate Methods (Advanced Studies) Advanced Seminar "Quantitative Methods in Risk Management"
ST 2006	Probability Theory and Statistical Inference (Basic Studies) Advanced Statistics II: Statistical Inference (Advanced Studies) Statistics of Financial Markets (Advanced Studies) Advanced Seminar "Dependent Random Variables: Measurement and Modelling of Dependence"
WT 2006/2007	Descriptive Statistics and Economic Statistics (Basic Studies) Advanced Statistics I: Stochastic Models (Advanced Studies) Multivariate Methods (Advanced Studies)
ST 2007	Probability Theory and Statistical Inference (Basic Studies) Advanced Statistics II: Statistical Inference (Advanced Studies) Statistics of Financial Markets (Advanced Studies) Advanced Seminar "Quantitative Methods in Risk Management"
WT 2007/2008	Descriptive Statistics and Economic Statistics (Basic Studies) Advanced Seminar "Regressions Models and their Application"
ST 2008	Probability Theory and Statistical Inference (Basic Studies) Advanced Seminar "Selected Questions of Population Statistics"
WT 2008/2009	Descriptive Statistics and Economic Statistics (Basic Studies) Advanced Seminar "Quantitative Methods in Risk Management"
ST 2009	Probability Theory and Statistical Inference (Basic Studies) Advanced Seminar "Selected Topics of Financial Market Statistics"
WT 2009/2010	Descriptive Statistics and Economic Statistics (Basic Studies)
ST 2010	Probability Theory and Statistical Inference (Basic Studies) Advanced Seminar "Quantitative Methods in Risk Management - Selected Topics"
WT 2010/2011	Advanced Seminar "Selected Methodologies of Statistics - Measurement and Modelling of Dependence"

Given Lectures

WT 2004/2005	Exercise course for the lecture "Descriptive Statistics and Economic Statistics"
ST 2005	Exercise course for the lecture "Probability Theory and Statistical Inference" Computer exercise on Eviews 5.0 within the lecture "Statistics of Financial Markets"
WT 2005/2006	Exercise course for the lecture "Descriptive Statistics and Economic Statistics" Computer exercise on SPSS 11.0 within the lecture "Multivariate Methods"
ST 2006	Exercise course for the lecture "Probability Theory and Statistical Inference" Computer exercise on Eviews 5.1 within the lecture "Statistics of Financial Markets"
WT 2006/2007	Exercise course for the lecture "Descriptive Statistics and Economic Statistics" Computer exercise on SPSS 14.0 within the lecture "Multivariate Methods"
ST 2007	Exercise course for the lecture "Probability Theory and Statistical Inference" Computer exercise on Eviews 5.1within the lecture "Statistics of Financial Markets"
WT 2007/2008	Exercise course for the lecture "Descriptive Statistics and Economic Statistics"
ST 2008	Exercise course for the lecture "Probability Theory and Statistical Inference"
WT 2008/2009	Exercise course for the lecture "Descriptive Statistics and Economic Statistics"
ST 2009	Exercise course for the lecture "Probability Theory and Statistical Inference"
WT 2009/2010	Exercise course for the lecture "Descriptive Statistics and Economic Statistics"
ST 2010	Exercise course for the lecture "Probability Theory and Statistical Inference"

Materials for Lectures

Additional Materials for the exercise course on "Descriptive Statistics and Economic Statistics" (WT 2009/2010)

Additional Exercises + Multiple-Choice-Questions (in German)

The additional exercises are discussed as far as possible in the class room. Sample or short solutions will not be provided.

Additional Materials for the exercise course on "Probability Theory and Statistical Inference" (ST 2009)

Additional Exercises (in German)
Multiple-Choice-Questions (in German)

The additional exercises are discussed as far as possible in the class room. Sample or short solutions will not be provided.

Computer exercise on Eviews

Slides for the computer exercise on Eviews within the lecture "Statistics of Financial Markets"

Eviews 5.1 (in German)
Eviews 6.0 (in German)

Computer exercise on SPSS 14.0

Slides for the computer exercise on SPSS 14.0 within the lecture "Multivariate Methods"(in German)