A First Course in Financial Econometrics

by Stefan Mittnik, Marc Paolella

Paperback

Published July 31, 2016

About the author

Stefan Mittnik studied at the Technical University Berlin, Germany, the University of Sussex, England, and at Washington University in St. Louis, where he received his doctorate degree in economics. He is now Professor of Financial Econometrics at the University of Munich, Germany, and research director at the Ifo Institute for Economic Research in Munich. Prior to joining the University of Munich he taught at SUNYStony Brook, New York, the University of Kiel, Germany, and held several visiting positions, including that of Fulbright Distinguished Chair at Washington University in St. Louis. His research focuses on financial econometrics, risk management, and portfolio optimization. In addition to purely academic interests, Professor Mittnik directs the risk management program at the Center for Financial Studies in Frankfurt, Germany, and is co-founder of the Institut für Quantitative Finanzanalyse (IQF) in Kiel, where he now chairs the scientific advisory board.