Francine Gresnigt

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.

Sort options

Econometrics: Methods and Applications (Coursera)

Do you wish to know how to analyze and solve business and economic questions with data analysis tools? Then Econometrics by Erasmus University Rotterdam is the right course for you, as you learn how to translate data into models to make forecasts and to support decision making.