Econometrics, Statistics and Empirical Economics

Postdoctoral Research Fellow

Dr. Jantje Sönksen

Sigwartstr. 18

72076 Tübingen

Erdgeschoss (first floor)

Phone: +49 (0)7071 - 29 - 7 25 70

Fax: +49 (0)7071 - 29 - 5546

E-Mail: jantje.soenksen(at)

For participants of the Econometric Society World Congress

Please find the most recent version of "Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia" (formerly called "Econ&Metrics") here


Empirical Asset Pricing with Multi-Period Risk: A Simulation-Based Approach (joint work with Joachim Grammig) accepted for publication in the Journal of Econometrics.