Research Interests

Econometric Theory, Financial Econometrics, Time Series: Predictive evaluation, Realized measures and Jumps, Data driven procedure for bandwidth selection, Moment inequalities, Factor Models, Conditional CAPM.

 

 

 

Teaching

EC976: Econometrics (MSc in Economics and Finance)

EC902: Econometrics A (MSc in Economics)

EC9A3: Advance Econometric Theory

 

 

Departmental Responsibilities

PhD Job Market Placement Joint Co-Ordinator

CV

Research