Deniz Erdemlioglu

About me

Welcome to my web page. I am an Assistant Professor of Finance in the Department of Finance, Audit and Control at the IESEG School of Management, France.

I received my PhD in Economics from University of Leuven (KU Leuven) and PhD in Finance from Louvain School of Management (Louvain Academy), Belgium in 2013. I am a fellow of the National Center for Scientific Research (CNRS) in France and a former Fulbright Scholar in the U.S. I held visiting positions in the Research Department at the Federal Reserve Bank of St. Louis, Maastricht University and Columbia University, New York.

My research interests are in the areas of

  • Financial Econometrics
  • Applied Econometrics
  • High-Frequency Data Analysis
  • Financial Contagion
  • Volatility Modeling
  • Jump Identification and Tail Risk Measurement

You can find detailed information about my academic activity in my CV. Please click here to see my research profile and publications.

Feel free to contact me if you need further information and/or comments, suggestions and requests.