Graduate Studies: PhD Job Candidates 2012-2013
Javier Cano Urbina
Fields: Labour Economics, Applied Econometrics, Development
Economics
Job Market Paper
Additional Papers
- Informal Labour Markets and On-the-Job Training
Profile
Zhibo Jia
Fields: Financial Econometrics, Time Series, Empirical Finance,
Applied Econometrics
Job Market Paper
- Empirical Performance of Efficient Monte Carlo Simulations for Option Pricing in Incomplete Markets
Additional Papers
- A Numerical Analysis of the Properties of Optimal Portfolio under Inequality Constraints
- The Effects of the Use of Realized Volatility on Volatility Trading Strategies
Profile
Pujun Liu
Fields: Financial Econometrics, Applied Econometrics, Time Series, Empirical Finance
Job Market Paper
- Regime-switching GARCH-Jump Models with Autoregressive Jump Intensity
Additional Papers
- Autoregressive Conditional Duration Models with Structural Changes
- Value-at-Risk Estimation via Higher Moments Built on High Frequency Data
Profile
Ivan Medovikov
Fields: Time-series Econometrics, Financial Econometrics,
Statistics
Job Market Paper
- Testing For Independence Through Empirical Copula Process
Additional Papers
- TBA
Profile
Chris Mitchell
Fields: Corporate Finance, Public Finance, Applied Microeconomics;
Empirical Microeconomics
Job Market Paper
Additional Papers
- TBA
Profile
Dan Montanera
Fields: Health Economics, Public Economics, Microeconomics
Job Market Paper
Additional Papers
- TBA
Profile
Jacob Wibe
Fields: Macroeconomics, International Trade and Finance,
Economics of Natural Resources and the Environment
Job Market Paper
Additional Papers
- TBA
Profile
Jing Wu
Fields: Financial Econometrics, Applied
Econometrics, Time Series
Job Market Paper
- Threshold GARCH Model: Theory and Application
Additional Papers
- Application of Independent Component Analysis in Finance: Does Time Structure Matter?
Profile
- Professor Lance Lochner, Placement Officer
- Telephone: 519-661-2111 Ext. 85281
- Sharon Phillips, Placement Assistant
- Telephone: 519-661-3500
- Fax: 519-661-3666
- Yvonne Adams, Graduate Coordinator
- Telephone: 519-661-3505
- Fax: 519-661-3666
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