Leopold Sögner
Univ.Doz. Mag.Dr.rer.soc.oec. Leopold Sögner- Email:
- leopold.soegner@wu.ac.at
Affiliation
CV
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No curriculum entries found.
Researcher Identifier
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No researcher identifier found.
Awards and Honors
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No awards found.
Classifications
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Expertise
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No expertises found.
Activities
Publications
Journal article
| 2020 | Sögner, Leopold. 2020. GMM estimation of affine term structure models. Econometrics and Statistics. 13 2-15. | (Details) | |
| 2017 | Sögner, Leopold. 2017. A new strategy for Robbins’ problem of optimal stopping. Journal of Applied Probability. 54 331-336. | (Details) | |
| Sögner, Leopold. 2017. Parameter estimation and inference with spatial lags and cointegration. Econometric Reviews. | (Details) | ||
| 2015 | Sögner, Leopold. 2015. Learning, convergence and economic constraints. Mathematical Social Sciences. 75 27-43. | (Details) | |
| Frühwirth, Manfred, Sögner, Leopold. 2015. Weather and SAD related mood effects on the financial market. The Quarterly Review of Economics and Finance. 57 11-31. | (Details) | ||
| 2010 | Frühwirth, Manfred, Schneider, Paul, Sögner, Leopold. 2010. The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market. European Financial Management 16 (4): 658-685. | (Details) | |
| Frühwirth, Manfred, Schneider, Paul, Sögner, Leopold. 2010. The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market. European Financial Management. 16 658-685. | (Details) | ||
| 2008 | Munduch, Gerhard, Pfister, Alexander, Sögner, Leopold, Stiassny, Alfred. 2008. An Econometric Analysis of Maintenance Costs as a Basis for Infrastructure Charges for the Austrian Railway System. Zeitschrift für Betriebswirtschaft (ZfB) 78 (4): 423-438. | (Details) | |
| 2007 | Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2007. Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law. Annals of the Institute of Statistical Mathematics. 61 159-179. | (Details) | |
| 2003 | Munduch, Gerhard, Pfister, Alexander, Sögner, Leopold, Stiassny, Alfred. 2003. Analyse der Schieneninfrastrukturkosten. Österreichische Zeitschrift für Verkehrswissenschaft, 50, 2, 8-20 | (Details) | |
| Pötzelberger, K., Sögner, L.. 2003. Sample autocorrelation learning in a capital market model. Journal of Economic Behavior and Organization 53: 215-236 | (Details) | ||
| Pötzelberger, K., Sögner, L.. 2003. Stochastic equilibrium: learning by expontential smoothing. Journal of Economic Dynamics and Control 27: 1743-1770 | (Details) | ||
| 2002 | Stiassny, Alfred, Sögner, Leopold. 2002. An analysis on the structural stability of Okun's law - a cross-country study. Applied Economics, 14, 1775-1787 | (Details) | |
| Sögner, Leopold, Mitlöhner, Johann. 2002. Consistent Expectations Equilibria and Learning in a Stock Market. Journal of Economic Dynamics and Control 26 (2002): 171-185. | (Details) | ||
| 2001 | Dangl, Thomas, Dockner, Engelbert, Gaunersdorfer, Andrea, Pfister, Alexander, Sögner, Leopold, Strobl, Günter. 2001. Adaptive Erwartungsbildung und Finanzmarktdynamik. Zeitschrift für betriebswirtschaftliche Forschung, 53, 339-365 | (Details) | |
| Dangl, Thomas, Engelbert Dockner, Andrea Gaunersdorfer, Alexander Pfister, Leopold Sögner and Günter Strobl. 2001. Adaptive Erwartungsbildung und Finanzmarktdynamik. Zeitschrift für betriebswirtschaftliche Forschung, 53, 339-365 | (Details) | ||
| Sögner, Leopold. 2001. Okun's Law: Does the Austrian Unemployment - GDP Relationship exhibit Structural Breaks?. Empirical Economics, 26, 553-564 | (Details) | ||
| 2000 | Häfke, Christian, Leopold Sögner. 2000. Asset Pricing under Asymmetric Information. Central European Journal of Operations Research, 8, 2, 143-163 | (Details) | |
| 1998 | Huber, Claus, Sögner, Leopold, Stern, Andreas. 1998. Selbstselektierendes Strompreisregulierungsmodell. Zeitschrift für öffentliche und gemeinwirtschaftliche Unternehmen, Band 21, Heft 2 | (Details) |
Chapter in edited volume
| 2005 | Dockner, Engelbert, Sögner, Leopold. 2005. Expectation Formation and Learning in Adaptive Capital Market Models. In: Adaptive Information Systems and Modelling in Economics and Management Science, Hrsg. A. Taudes, 99-112. Wien, New York: Springer. | (Details) |
Contribution to conference proceedings
| 2003 | Frühwirth, Manfred, Sögner, Leopold. 2003. The Implicit Estimation of Default Intensities and Recovery Rates. In: Harhoff Dietmar/Schwaiger Manfred (Hrsg.): Empirie und Betriebswirtschaft - Entwicklungen und Perspektiven. Ausgewählte Beiträge der 64. wiss. Jahrestagung des Verb. der Hochschullehrer für Betriebswirtsch., 351-373, Schäffer-Poeschel, Stuttgart | (Details) |
Paper presented at an academic conference or symposium
| 2022 | Melone, Alessandro, Randl, Otto, Sögner, Leopold, Zechner, Josef. 2022. Stock-oil comovement: fundamentals or financialization? American Finance Association Annual Meeting, Boston, Vereinigte Staaten/USA, 07.01.-09.01. | (Details) | |
| 2021 | Melone, Alessandro, Randl, Otto, Sögner, Leopold, Zechner, Josef. 2021. Stock-oil comovement: fundamentals or financialization? German Finance Association (DGF), Innsbruck, Österreich, 01.10.-02.10. | (Details) | |
| 2012 | Frühwirth, Manfred, Sögner, Leopold. 2012. Does the sun shine really shine on the financial markets. Annual Conference of the Swiss Finance Association, Zürich, Schweiz, 16.03-16.03. | (Details) | |
| 2009 | Frühwirth, Manfred, Schneider, Paul, Sögner, Leopold. 2009. The Risk Microstructure of Corporate Bonds. Annual Conference of the Swiss Society for Financial Markets Research, Genf, Schweiz, 3.4.-3.4.. | (Details) | |
| Frühwirth, Manfred, Sögner, Leopold, Schneider, Paul. 2009. The Risk Microstructure of Corporate Bonds: A Case Study from the German Bond Market. International Risk Management Conference, Venedig, Italien, 22.6.-24.6.. | (Details) | ||
| 2008 | Frühwirth, Manfred, Schneider, Paul, Sögner, Leopold. 2008. The Risk Microstructure of Corporate Bonds - A Bayesian Analysis from the German Corporate Bond Market. Annual Conference of the German Finance Association, Münster, Deutschland, 10.10. - 11.10.. | (Details) | |
| Frühwirth, Manfred, Schneider, Paul, Sögner, Leopold. 2008. The Risk Microstructure of Corporate Bonds - A Case Study from the German Corporate Bond Market. 11th Symposium Finance, Banking and Insurance, Karlsruhe, Deutschland, 17.12. - 19.12.. | (Details) | ||
| 2007 | Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Deutsche Gesellschaft für Finanzwirtschaft, Dresden, Deutschland, 28.9.-29.9.. | (Details) | |
| Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Quantitative Methods in Finance, Sydney, Australien, 12.12.-15.12.. | (Details) | ||
| Frühwirth, Manfred, Schneider, Paul, Sögner, Leopold. 2007. The Risk Microstructure of Corporate Bonds - A Bayesian Analysis for the German Bond Market. International Workshop on Computational and Financial Econometrics, Geneva, Schweiz, 20.04-22.04. | (Details) | ||
| 2006 | Frühwirth, Manfred, Schneider, Paul, Sögner, Leopold. 2006. Microstructure of Corporate Bonds - A Bayesian Analysis. Quantitative Methods in Finance, Sydney, Australien, December. | (Details) | |
| 2005 | Frühwirth, M., Schneider, P., Sögner, L.. 2005. Disentangling Default Risk from Liquidity Risk. Austrian Working Group on Banking and Finance | (Details) | |
| Frühwirth, M., Schneider, P., Sögner, L.. 2005. Disentangling Default Risk from Liquidity Risk. International Scientific Annual Conference Operations Research 2005, Bremen, Germany | (Details) | ||
| 2002 | Munduch, Gerhard, Pfister, Alexander, Sögner, Leopold, Stiassny, Alfred. 2002. Estimating Marginal Costs for the Austrian Railway System. Workshop der Bundeswirtschaftskammer über die Bepreisung der Schieneninfrastruktur | (Details) | |
| Sögner, Leopold, Frühwirth, Manfred. 2002. The Jarrow/Turnbull default risk model - Evidence from the German market. 29th Annual Meeting of the European Finance Association, Humboldt-Universität Berlin | (Details) | ||
| 2001 | Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. A Bayesian Analysis of the Barndorff-Nielsen-Shephard Stochastic Volatility Model with marginal Gamma laws. MaPhySto and CAF Meeting on Mathematical Finance, University of Aarhus, Aarhus, Dänemark, 23.01. Invited Talk | (Details) | |
| Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. Bayesian Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model using MCMC methods. Workshop on Financial Time Series, Lévy Processes, Stochastic Volatility, and Applications of Shot Noise Processes, Vienna University of Technology, Wien, Österreich, 22.05.-23.05. Invited Talk | (Details) | ||
| Sögner, L., Pötzelberger, K.. 2001. Equilibrium and Learning in a non-stationary Environment. IFAC Symposium on Modelling and Control of Economic Systems, Klagenfurt, Österreich, 06.09-08.09.2001 | (Details) | ||
| Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. MCMC estimation of the Barndorff-Nielsen-Shephard stochastic volatility model. Workshop der Austrian Working Group on Banking and Finance, University of Technology, Vienna | (Details) | ||
| Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. Some new contributions to MCMC Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model. Meeting on Levy Processes, Stochastic Volatility, and Realized Power Variation, Nuffield College, Oxford, Großbritannien, 5.12.-6.12. Invited Talk | (Details) | ||
| Sögner, L., Pötzelberger, K.. 2001. Stochastic Equilibrium: Learning by Exponential Smoothing. Workshop on Economic Dynamics, Amsterdam | (Details) | ||
| Frühwirth, Manfred, Sögner, Leopold. 2001. The Jarrow/Turnbull default risk model: Evidence from the German market. 10th European Financial Management Conference, Lugano | (Details) | ||
| 2000 | Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2000. Bayesian Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model using MCMC methods. Vortrag beim SFB-Symposium Stochastic Volatility and Levy Processes, WU Wien, 25.9. | (Details) | |
| Frühwirth, Manfred, Sögner, Leopold. 2000. Längsschnitt- vs. Querschnittsschätzung von Ausfallsrisiko im Jarrow-Turnbull Modell. 14. Workshop der Austrian Working Group on Banking and Finance, Leopold-Franzens-Universität in Innsbruck | (Details) | ||
| Sögner, L., Pötzelberger, K.. 2000. Stochastic Equilibrium: Learning by Exponential Smoothing. 7th Viennese Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics, Vienna | (Details) | ||
| 1999 | Dangl, Th., Dockner, E., Gaunersdorfer, A., Strobl, G., Pfister, A., Sögner, L., Mitlöhner H.. 1999. Adaptive Erwartungsbildung und Finanzmarkdynamik. Workshop of the Austrian Working Group on Banking and Finance, Vienna 1999 | (Details) | |
| Dangl, Th., Dockner, E., Gaunersdorfer, A., Strobl, G., Pfister, A., Sögner, L., Mitlöhner H.. 1999. Adaptive Erwartungsbildung und Finanzmarkdynamik. Workshop of the Austrian Working Group on Banking and Finance, Vienna | (Details) | ||
| 1997 | Häfke, C., Sögner, L.. 1997. Asset Pricing with Heterogenous Agents. Third International Conference Computing in Economics and Finance, Stanford 1997 | (Details) | |
| 1996 | Sögner, L.. 1996. Regulation vs. Competition in Telecommunications. Second International Conference Computing in Economics and Finance, Geneva 1996 | (Details) | |
| 1995 | Otruba, H., Krainz, A., Sögner, L.. 1995. Regulation and Deregulation of Natural Monopolies in Telecommunications. CEMS-Conference, Vienna | (Details) |
Working/discussion paper, preprint
| 2007 | Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. | (Details) | |
| 2002 | Munduch, Gerhard, Pfister, Alexander, Sögner, Leopold, Stiassny, Alfred. 2002. Estimating Marginal Costs for the Austrian Railway System. WU-Working Paper, No. 78, Vienna University of Economics and Business Administration | (Details) | |
| 2001 | Pötzelberger, K., Sögner L.. 2001. Equilibrium and Learning in a non-stationary Environment. SFB-Report Series, no.59, Vienna University of Economics and Business Administration, Vienna | (Details) | |
| 2000 | Sögner, Leopold, Alfred Stiassny. 2000. Okun's Law - An International Comparison. Working Paper in Growth and Employment in Europe: Sustainability and Competitiveness, no.13, Vienna University of Economics and Business Administration, Vienna | (Details) | |
| Sögner, Leopold. 2000. Okun's Law: Does the Austrian Unemployment - GDP Relationship exhibit Structural Breaks?. SFB-Working Paper, no. 61, Vienna University of Economics and Business Administration, Vienna | (Details) | ||
| Sögner, Leopold. 2000. Selection of the Number of States by Birth-Death Processes. SFB-Working Paper, no. 69, Vienna University of Economics and Business Administration, Vienna | (Details) | ||
| Pötzelberger, K., Sögner, L.. 2000. Stochastic Equilibrium: Learning by Exponential Smoothing. Working Paper No. 67 Vienna University of Economics and Business Administration, Vienna | (Details) | ||
| 1999 | Dangl, Thomas, Dockner, Engelbert, Gaunersdorfer, Andrea, Pfister, Alexander, Sögner, Leopold, Strobl, Günter. 1999. Adaptive Erwartungsbildung und Finanzmarktdynamik. SFB-Working Paper, No. 39, Vienna | (Details) | |
| Dangl, Thomas, Dockner, Engelbert, Gaunersdorfer, Andrea, Pfister, Alexander, Sögner, Leopold, Strobl, Günter. 1999. Adaptive Erwartungsbildung und Finanzmarktdynamik. SFB-Working Paper, No. 39, Vienna | (Details) | ||
| Dangl, T., Dockner, E.J., Gaunersdorfer, A., Pfister, A., Sögner, L. , Strobl, G.. 1999. Adaptive Erwartungsbildung und Finanzmarktdynamik. SFB-Working Paper No. 39, Vienna | (Details) | ||
| Häfke, C., Sögner, L.. 1999. Asset Pricing under Asymmetric Information. SFB-Working Paper no. 54, Vienna University of Economics and Business Administration, Vienna | (Details) | ||
| Sögner, L. und Mitlöhner, J.. 1999. Consistent Expectations Equilibria and Learning in a Stock Market. SFB-Working Paper, Vienna University of Economics and Business Administration, Vienna | (Details) | ||
| Pötzelberger, K., Sögner, L.. 1999. Sample Autocorrelation Learning in a Capital Market Model. SFB-Working Paper no. 57, Vienna University of Economics and Business Administration, Vienna | (Details) | ||
| 1998 | Sögner, L.. 1998. Regulation of a Complementary Imputed Good in a Competitive Environment. WU-Working Paper, no. 56, Vienna University of Economics and Business Administration, March 1998 | (Details) | |
| 1997 | Huber, C., Sögner, L., Stern, A.. 1997. Selbstselektierendes Strompreisregulierungsmodell. WU-Working Paper, no. 52, Vienna University of Economics and Business Administration, August 1997 | (Details) |
Research report, expert opinion
| 2001 | Stiassny, Alfred, Munduch, Gerhard, Pfister, Alexander, Sögner, Leopold. 2001. Infrastrukturbenützungsentgelt 2002. Grenzkostenermittlung, Studie Österreichische Bundesbahnen, Vienna | (Details) | |
| 1999 | Stiassny, A., Sögner, L.. 1999. Kriterien zur Festsetzung eines volkswirtschaftlich gerechtfertigten Preises für Pharmaprodukte. Studie für das Bundesministerium für Arbeit, Gesundheit und Soziales, Wien | (Details) | |
| 1997 | Häfke, Christian, Sögner, L.. 1997. Asset Pricing under Asymmetric Information. WU-Working Paper, no. 46, Vienna University of Economics and Business Administration, February 1997 | (Details) | |
| 1996 | Otruba, H., Taudes, A., Lukanowicz, M., Natter, M., Sögner, L.. 1996. Nachfrage und Kosten von Telekommunikationsdienstleistungen in Österreich. Bundesministerium für öffentliche Wirtschaft und Verkehr, Vienna | (Details) | |
| 1995 | Otruba, H., Kainz, A., Sögner, L., Haiss, W., Augustin, W.. 1995. Grundsätze für die Gestaltung und Genehmigung von Tarifen für bestimmte Telekommunikationsdienstleistungen in Österreich. Bundesministerium für öffentliche Wirtschaft und Verkehr, Vienna | (Details) | |
| Otruba, H., Gstach, D., Hofmann, A., Sögner, L., Stiassny, A.. 1995. Optimierung des Einsatzes öffentlicher Förderungs- und Investitionsmittel im kombinierten Verkehr. Bundesministerium für öffentliche Wirtschaft und Verkehr, Vienna | (Details) |
Dissertation
| 1997 | Sögner, L.. 1997. Liberalization of Telecommunication Markets, Legal Standards and their Economic Implications. Dissertation, Vienna University of Economics and Business Administration, Vienna | (Details) |
Diploma thesis
| 1993 | Sögner, L.. 1993. Mikrofundierung Keynesianischer Makroökonomik. Diploma Thesis, Vienna University of Economics and Business Administration, Vienna | (Details) |
Unpublished lecture
| 2001 | Frühwirth, Manfred, Sögner, Leopold. 2001. The Jarrow/Turnbull default risk model: Evidence from the German market. Finance Research Seminar, Goethe University, Frankfurt | (Details) | |
| Frühwirth, Manfred, Sögner, Leopold. 2001. The Jarrow/Turnbull default risk model: Evidence from the German market. Finance Research Seminar at the Institute of Advanced Studies, Vienna | (Details) |