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Leopold Sögner

Univ.Doz. Mag.Dr.rer.soc.oec. Leopold Sögner
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CV

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Researcher Identifier

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Awards and Honors

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Classifications

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Expertise

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Activities

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Publications

Journal article

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)
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)
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

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, T., Dockner, E.J., Gaunersdorfer, A., Pfister, A., Sögner, L. , Strobl, G.. 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, Thomas, Dockner, Engelbert, Gaunersdorfer, Andrea, Pfister, Alexander, Sögner, Leopold, Strobl, Günter. 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)

Projects

2002
Eco-efficiency and sustainability (2002-2004) (Details)