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Faculty of Law Chair Vokinger

Simon Hediger

Simon Hediger, PhD

  • Postdoctoral researcher
  • Statistics & economics

Education

  • PhD PhD Statistics and Finance, University of Zurich
  • MSc Statistics, ETH Zurich
  • BA Economics, University of Zurich

Scientific Papers

  • Nussli E, Hediger S, Spohn ML, Maathuis MH. The Effect of a Strict Facial-Mask Policy on the Spread of COVID-19 in Switzerland During the Early Phase of the Pandemic. Swiss Journal of Economics and Statistics 2024. Link
  • Non-Standard Errors. Finance Crowd Analysis Project. Journal of Finance 2023. Link
  • Hediger S, Näf J, Wolf M. R-NL: Covariance Matrix Estimation for Elliptical Distributions Based on Nonlinear Shrinkage. IEEE Transactions on Signal Processing 2023. Link
  • Hediger S, Näf J, Paolella M and Polak P. Heterogeneous Tail Generalized Factor Modeling. Digital Finance 2023. Link
  • De Nard G, Hediger S, Leippold M. Subsampled Factor Models for Asset Pricing: The Rise of Vasa. Journal of Forecasting 2022. Link
  • Hediger S, Näf J,  Michel L. On the Use of Random Forest for Two-Sample Testing. Computational Statistics & Data Analysis 2022. Link