Woxsen University to set up Chair Professorship in honor to Prof. Dr. Ingmar Nolte in Financial Econometrics

Prof. Dr. Ingmar Nolte

Woxsen University announces the establishment of the Ingmar Nolte Professor of Financial Econometrics in honor to Prof. Dr. Ingmar Nolte. The selection process for the chair holder is undergoing.

Prof. Dr. Nolte holds a Dr. rer. pol. (Economics), University of Konstanz, Germany, (summa cum laude) and a MSc Mathematical Finance, University of Konstanz, Germany, (with distinction).

He is a Full Professor of Finance and Econometrics, Lancaster University Management School, Lancaster University.

His research interests lie in the area of financial econometrics, market micro structure and forecasting. He is interested in high frequency finance & econometrics and the modelling of multivariate trading and volatility processes. Prof. Dr. Nolte is currently working on developing micro-econometric techniques (discrete choice, count data, point process models) for the analysis of complex finance relationships, which involves researching the econometrics of such models for time-series and panel setups.

These models are applied to gain a better understanding of the disaggregated trading process, which involves understanding the behavior of individual market participants such as traders, brokers, and analysts.

The endowed chair/professorship holder is expected to continue outstanding scholarly activity. This may include scholarship in discovery, integration, application, or teaching. Evaluation criteria include impact and contribution to the holder’s department, the profession, and society at large.

The endowed chair/professorship holder is expected to provide leadership and impact, on an ongoing basis and in the broadest sense possible, throughout his or her term as an endowed chair/professorship holder.

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