Frank Gerhard
Nuffield College
(from October 2000)
Research Interests: High frequency financial data, market micro structure.
Degree in Business Administration (Diplom Kaufmann), University of Tübingen, 1994. With specialization in Finance, Accounting & Taxes, and Econometrics. Thesis title: Selected state space models for time series analysis on financial markets.
Ph.D., Department of Economics, University of Konstanz, expected to be completed by May 2000. Thesis title: Empirical models of the intraday process of volatility and liquidity.
| Homepage | Address |
| Postal Address: | Frank Gerhard | ||
Center of Finance and Econometrics University of Konstanz Fach D124 78457 Konstanz Germany |
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