Overview
This specialist branch of finance involves the statistical estimation of financial relationships using empirical data. The relationships are often extrapolated to forecast economic variables in a financial context. Specific research in this area includes econometric modelling, time series analysis and statistical methods.
- Research team
-
QUT
Professor Stan Hurn
Professor Daniel Smith
Professor Adam Clements
Dr Lionel Page
Dr Annastiina Silvennoinen
Dr Joanne Fuller
- Heather Anderson (ANU)
- Ralf Becker (University of Manchester)
- Mardi Dungey (CERF)
- Ren'e Fry (ANU)
- Kenneth Lindsay (University of Glasgow)
- Susan Thorp (UTS)
- Vance Martin (University of Melbourne)
- Vlad Pavlov (TGM)
- Organisational unit
- Lead unit School of Economics and Finance Other units
- Research area
- Finance
Projects
The main objective of the research program in Financial Econometrics is the conduct of research in empirical finance; both in the development of statistical methods of financial econometrics and their application to financial markets. In addition, the program seeks to provide a forum for the transfer of ideas between practitioners and academics through publication, seminars, workshops and specifically designed conferences, and thereby plays a coordinating role for financial econometrics research in Australia.
