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The Cambridge-INET Institute - continuing as the Janeway Institute


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:

Theme: empirical