Profile

Francine Gresnigt

PhD candidate

生物

Francine Gresnigt is a PhD candidate in Econometrics at the Erasmus School of Economics. Her current research interests are focused on modelling and forecasting extreme price movements in financial markets. Using models that originate from the earth quake literature, she tries to improve existing approaches by exploiting the self- and cross-exciting mechanisms behind the occurrence of extremes.

课程

计量经济学:方法与应用