Research Interests
Econometrics & finance.
Dissertation Title: Essays on the Econometrics of Financial Crisis Dynamics
Econometrics & finance.
Dissertation Title: Essays on the Econometrics of Financial Crisis Dynamics
CV and Dissertation Abstract.
Estimation of Hazard Models with Dependence Across Observations: Correlation, Frailty and Contagion
Regime Changing Levy Processes: Approximation of Financial Crisis Dynamics
Paper Forthcoming