Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP120100837
Funding Status
Closed
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Funded Activity Summary
Novel econometric techniques for dealing with point processes in high frequency financial data with applications to financial risk management. The recent global financial crisis highlighted the inherent risk involved in investing in financial assets. This project aims to develop novel statistical methods for forecasting the onset of instability in asset prices. The outcomes of this research will lead to improvements in the management of financial risk.Funded Activity Details
Start Date: 2012
End Date: 12-2015
Funding Scheme: Discovery Projects
Funding Amount: $100,000.00
Funder: Australian Research Council
Research Topics
ANZSRC Field of Research (FoR)
Investment and Risk Management | Banking, Finance and Investment | Financial Econometrics
