Recent Developments in Measuring Asset Return Volatility and Covariances
Día: 5 de Mayo de 2009
Lugar: 12hrs
Patrocinado por la Cátedra en Finanzas Internacionales – Banco Santander
Recent Developments in Measuring Asset Return Volatility and Covariances
- Prof. Nikolaus Hautsch, Humboldt-Universit¨at zu Berlin, Quantitative Products Laboratory(QPL), Berlin, and Center for Financial Studies (CFS), Frankfurt
Nikolaus Hautsch holds a Diploma in Economics and a Ph.D. in Econometrics from the University of Konstanz. After graduating in 2003, he joined the Department of Economics of the University of Copenhagen. He worked there until 2007 as an Assistant Professor and Associate Professor and was deputy director of the Finance Research Unit. Moreover he had visiting positions at the University of Technology, Sydney and the Université Catholique de Louvain. Since 2007 Nikolaus Hautsch is Full Professor of Econometrics at the Humboldt-Universität zu Berlin. He is deputy director of the Center for Applied Statistics and Economics (CASE) at Humboldt-Universität zu Berlin and research fellow at the Center for Financial Studies (CFS) Frankfurt. Moreover, he is affiliated with the Quantitative Products Laboratory (QPL) of the Deutsche Bank in Berlin. His main research interests are in the field of financial econometrics.
