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Lars Chris­ti­an Larsen

Assistant Professor

Emner
Statistik Finansiering Værdipapirer

Primary research areas

Em­pir­ic­al as­set pri­cing
Mar­ket mi­cro­struc­ture
Fin­an­cial eco­no­met­rics

I try to un­der­stand fin­an­cial mar­kets us­ing data and mod­els

I am an assistant professor at Copenhagen Business School. My research is focused on financial markets.

Using high frequency data, market microstructure models and financial econometrics, I try to understand and model securities markets including agent behavior, liquidity, and volatility.