Doctor of Philosophy Program
in Economics(International Program)
GUEST LECTURERS
Prof. Dr. Fumihiko Adachi
Affiliation: Kinjo Gakuin University, Japan
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Ph.D., Hitotsubashi University, Japan |
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Fields of Expertise: International Trade |
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Agricultural MarketingPrice AnalysisStatistics |
Prof. Dr. Teodosio Perez Amaral
Affiliation: Complutense University of Madrid, Spain
Ph.D., University of California San Diego, USA
Fields of Expertise:
Economics of Telecommunications, demand of telecommunications services.
Panel data econometrics.
Model selection in econometric models.
Finance, VaR, strategies for risk communication.
Assoc. Prof. Dr. George Battese
Affiliation: University of New England, Australia
Ph.D., Iowa State University, USA
Field of Expertise:
Introductory Statistics for Economics and Business
Statistical Theory for Econometrics
Econometric Theory
Survey Sampling
Applied Econometrics
Demography
Quantitative Methods for Management
Assoc. Prof. Dr. Massimiliano Caporin
Affiliation: University of Padova, Italy
Ph.D., University of Venice, Italy
Fields of Expertise:
Financial econometrics and financial time series analysis;
Market risk measurement and systemic risk measurement through dynamic models;
Multivariate models for financial market variances: GARCH, stochastic volatilities and their extensions; feasible parameterisations and efficient multi-step estimation approaches; application in asset allocation and market risk measurement; robust methods for model comparison; the curse of dimensionality; common patterns in the conditional variances; causality in variances; range based models;
Long term investment strategies: optimal strategies for agents with short term liquidity constraints; performance evaluation of long term investment plans and strategies; robust and optimal choice of agents optimizing criteria;
Active portfolio management
High frequency data
Long memory in variances, applications in financial time series forecasts and in weather derivatives pricing;
Business cycle and its relation with the financial markets, Markov-switching models, factor models and leading indicators;
Contagion analysis, business cycle and volatility spillover;
Time varying correlation models
Spatial econometrics methods in finance;
Weather and energy derivatives modelling and pricing.
Assoc. Prof. Dr. Felix Chan
Affiliation: Curtin University of Technology, Western Australia
Ph.D., University of Western Australia, Australia
Fields of Expertise:
Applied Statistics
Econometrics
Environmental Modelling
Financial Econometrics
Genetic Algorithms
Intellectual Property
Time Series Analysis
Tourism Research
Prof. Dr. Cathy Chen
Affiliation: Feng Chia University, Taiwan
Ph.D. National Central University, Taiwan
Fields of Expertise:
Financial Econometrics
Modeling and forecasting of time series
Market volatility study and value at risk estimation in financial markets
Bayesian methodology/ Markov chain Monte Carlo Estimation
Computational Statistics
Statistical methods in Epidemiology
Prof. Dr. Paul Embrechts
Affiliation: ETH Zürich, Switzerland
Ph.D., Catholic University of Leuven, Belgium
Fields of Expertise:
Stochastic modelling of extremal events in insurance and finance.
Econometric models for tick-by-tick data in finance.
Actuarial risk theory.
Quantitative risk management.
Modelling of dependence beyond linear correlation.
Aggregation of risk measures.
Extreme value theory and its applications.
Model uncertainty in risk management.
Stochastic models for risk diversification and risk concentration.
Prof. Dr. William Greene
Affiliation: New York University, USA
Ph.D., University of Wisconsin, Madison
Fields of Expertise:
Econometrics: Theoretical and Applied
Discrete Choice Modeling
Econometric software and methods of Estimation
Models of transportation mode choice, brand choice
Models of Production and Cost
Assoc. Prof. Dr. Eric Hillebrand
Affiliation: AARHUS University, Denmark
Ph.D., Economics, University of Bremen, Germany
Field of Expertise:
Time Series Econometrics
Financial Econometrics
Mathematics in Economics and Finance
Assoc. Prof. Dr. Wen-Chi Huang
Affiliation: National PingTung University of Science & Technology, Taiwan
Ph.D., The Pennsylvania State University, USA
Field of Expertise :
Agricultural Economics
Assoc. Prof. Dr. Van-Nam Huynh
Affiliation: Japan Advanced Institute of Science and Technology, Japan
Ph.D., Vietnam Academy of Science and Technology, Vietnam
Field of Expertise:
Knowledge Management and Information Fusion
Decision Analysis and Management Science
Modelling and Reasoning with Uncertain Knowledge
Kansei Information Processing
Applications
Prof. Tonghui wang
Affiliation: Department of Mathematical Sciences
New Mexico State University
Ph.D. in Statistics, University of Windsor, Windsor, Ontario, Canada
Field of Expertise:
Mathematics
Statistics
Asst. Prof. Craig Wisen
Affiliation: University of Alaska Fairbanks, USA
Ph.D., Indiana University, USA
Field of Expertise:
Finance
Prof. Michael Wolf
Affiliation: University of Zurich
Ph.D. in Statistics, Stanford University
Field of Expertise:
Econometrics
Applied Statistics
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