Profile

Francine Gresnigt

PhD candidate

biobio

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.

Cursos

Econometria: métodos e aplicações