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Financial Econometrics

Market microstructure analysis, analysis of limit order book markets, volatility

and liquidity estimation, systemic risk estimation, information processing on

financial markets, event studies, price discovery, hedging, asset pricing

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Researchers:

Nikolaus Hautsch

Christopher Walsh

Gökhan Cebiroglu

Alexander Ristig

For more information about this working group see FEC

Institut für Statistik und Operations Research
University of Vienna

Oskar-Morgenstern-Platz 1
1090 Vienna, Austria

T: +43-1-4277-386 01
E-Mail
University of Vienna | Universitätsring 1 | 1010 Vienna | T +43-1-4277-0