Updated on: 18 May 2017
Postdoctoral Reseach FellowDepartment of Economics and Nuffield College, Oxford University
Research interests: econometrics, time series analysis, nonlinear heavy-tailed models in finance, analysis of high-frequency financial data, macroeconometrics, macroeconomics.
Teaching affiliation: Saïd Business School of Oxford University.
|Title||Dynamic Conditional Score: Some Asymptotic Theories and Applications to High-Frequency Financial Data [Three chapters are available as single-authored Cambridge Working Papers in Economics (CWPE1607, CWPE1606, CWPE1315). The abstracts are in my "Research" section.]|
|Examiners||Professor Mark Salmon (internal), Professor Anders Rahbek (external)|