Research Grant
[Cite as https://purl.org/au-research/grants/arc/DP120100837]Researchers: Professor Adam Clements (Chief Investigator) , Stan Hurn (Chief Investigator) , ARC Linkage Grant LP1701000985 (Funded by) , Prof Kenneth Lindsay (Partner Investigator)
Brief description 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.
Funding Amount $100,000
Funding Scheme Discovery Projects
- PURL : https://purl.org/au-research/grants/arc/DP120100837
- ARC : DP120100837