Prof Nikolaus Hautsch
(University of Vienna)
Research Interests: Financial econometrics, empirical finance, market microstructure analysis, price discovery, estimation of volatility, liquidity, high-dimensional covariance prediction, systemic risk, financial network analysis
Visiting between: (Tuesday 25th November 2014 - Sunday 30th November 2014)
Host: Oliver Linton
Personal website: http://homepage.univie.ac.at/nikolaus.hautsch/