Johannes Frank
Johannes Frank, M. Sc.
Research Assistant
School of Business, Economics and Society
Chair of Statistics and Econometrics (Prof. Dr. Dovern)
- Phone number: +499115302-95250
- Fax number: +499115302-95277
- Email: johannes.jf.frank@fau.de
Office hours
By Appointment
Curriculum Vitae
Work Experience
| Since 04/2021 | Research Assistant, FAU Erlangen-Nürnberg, Chair of Statistics and Econometrics |
| 01/2020 – 03/2021 | Working Student, NÜRNBERGER Asset Management GmbH (Public Markets) |
| 10/2019 – 03/2021 | Student and Teaching Assistant, FAU, Chair of Statistics and Econometrics |
| 10/2019 – 12/2019 | Working Student, NÜRNBERGER Versicherung (Kapitalanlage-Portfoliomanagement) |
| 10/2018 – 09/2019 | Student Assistant (Tutor), FAU, Chair of Statistics and Econometrics |
| 09/2015 – 09/2019 | Integrated Degree Program (Student and International Management Assistant for Insurance & Finance), NÜRNBERGER Versicherungen |
Education
| since 04/2021 | PhD Student, FAU Erlangen-Nürnberg, Chair of Statistics and Econometrics |
| 2019 – 2021 |
FAU Erlangen-Nürnberg, M.Sc. Finance-Auditing-Controlling-Taxation (FACT), Majors: Finance & Statistics |
| 2016 – 2019 | FAU Erlangen-Nürnberg, B.A. Business Studies (Integrated Degree Program) |
| 2007 – 2015 | Abitur, Peter-Vischer-Schule |
Conferences
- 16. RGS Doctoral Conference in Economics, Ruhr-University Bochum, March 2023: Forecasting Realized Volatility in Turbulent Times using Temporal Fusion Transformers.
- Big Data in Macroeconomics, Bundesministerium für Wirtschaft und Klimaschutz, October 2022, hybrid.
Working Paper
- J. Frank, 2023. Forecasting Realized Volatility in Turbulent Times using Temporal Fusion Transformers.
- Dovern, J., J. Frank, A. Glas, L. Müller and D. Perico, 2022. Estimating Pass-Through Rates for the 2022 Tax Reduction on Fuel Prices in Germany.