Nikolaus Hautsch

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Financial Econometrics
Humboldt-Universität zu Berlin
CV & Detailed Research Interests: 
Professor Hautsch graduated at the University of Konstanz in 2003. Before coming to Humboldt-Universität zu Berlin in 2007, he was Associate Professor at the University of Copenhagen. His research interests are in the area of financial econometrics, covering econometric methods for financial high-frequency data, empirical market microstructure analysis, volatility modelling as well as asset pricing. His articles appeared in journals like the Journal of Applied Econometrics, Journal of Financial Econometrics, Journal of Financial and Quantitative Analysis, Journal of Economic Dynamics and Control, and others.