Position:

Associate Professor in Econometrics

Address:

Department of Quantitative Economics, Maastricht University, School of Business and Economics, P.O. Box 616, 6200 MD Maastricht, The Netherlands.

Other Affilation:

CORE

Telephone:

+31 43 388 38 43

Fax:

+31 43 388 48 74

E-mail:

Degrees:

MSc (1998) & PhD (2002) in Financial Econometrics, Maastricht University

Research Topics:

Financial Econometrics, Computational Econometrics

Handbook of Volatility Models and Their Applications

Luc Bauwens, Christian M. Hafner, Sebastien Laurent ISBN: 978-0-470-87251-2 Hardcover 568 pages May 2012