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Faculty of Economics

Royal Economic Society Junior Fellows

Monday, 9 June, 2014

Royal Economic Society Junior Fellows 2014-2015. Since 1995 the Society has operated a junior fellowship scheme for students in the third and fourth years of research towards a doctorate. The scheme provided one-year funding for between 4 and 12 students annually.

Research Interests

Nonlinear models in high-frequency finance, asset pricing, mathematical finance, and macroeconometrics

Supervisor

Prof. A. Harvey

Research Interests

Micro-econometrics, energy economics, industrial organization

Supervisor

Dr M. Pollitt

PhD Title

Time Varying Parameter Regression via the Dynamic Conditional Score Model

Supervisor

Prof. A. Harvey

Keywords: 
Awards
Micro-econometrics
Asset Pricing
Models

Most Common Keywords

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