Financial econometrics and time series analysis

Research in this area is mainly concerned with issues involving empirical finance, econometrics, and time series forecasting. In particular, the research aims to investigate return predictability, testing for market efficiency, capital market integration, and realized beta and volatility estimation.

 

 

 


Potential PhD topics

The School will consider any research topic that interests potential PhD students; however, students will benefit from researching in areas that align with the School's strengths.  Please contact the Faculty to discuss your PhD topic.

Alternatively you may contact one of our academics below to discuss your area of interest.