University of Technology SydneyUTS Faculty of Business


QFRC Home
Aims
Contact Details
Research
Resources
Courses
Visitor Program
Conferences and Workshops

2003 Visitors

Wolfgang Breymann, ETH Zurich, Switzerland Dates: 26th March to the 24th April
Research interests: Deseasonalisation methods and dependence structures for multivariate high frequency data in finance, financial markets, complex systems, chaos theory and statistical physics

Hans Bystrom, Lund University, Sweden

Morten Christensen, University of Southern Denmark, Denmark
Dates: All year
Research interests: Quantitative finance

Graham Elliot, University of California, San Diego, USA
Dates: 3rd July to the 3rd August
Research interests: Forecasting, econometrics and international finance

Peter Flaschel, University of Bielefeld, Germany
Dates: 17th February to the 14th April
Research interests: Macroeconomics

Mark Freeman, University of Exeter, UK
Dates: 1st March to the 7th August
Research interests: Corporate finance, incomplete market asset pricing theory

Raffaella Giacommini, Boston College, USA
Dates: 7th July to the 3rd August
Research interests: Forecasting, time series econometrics and applied macroeconomics

Thomas Hansen, Department of Finance, Copenhagen Business School, Denmark
Dates: 9th May to the 4th July
Research interests: Pricing of weather derivatives, pricing of European options on energy futures and forwards in a HJM set-up

Guilia Iora, Kings College, UK

John Knight, University of Western Ontario, Canada
Dates: 11th June to the 21st July
Research interests: Finance and econometrics

Ivana Komunjer, Californian Institue of Technology, USA
Dates: 7th July to the 8th August
Research interests: Financial econometrics, quantitative methods in finance

Robert Lipster, Tel Aviv University, Israel
Dates: 1st September to the 15th October
Research interests: Non linear filtering theory

Gunter Meissner, Hawaii Pacific University, USA

Nish, University Exeter, UK
Dates: 1st March to the 7th August
Research interests: Corporate finance

Andrew Patton, London School of Economics, UK
Dates: 7th July to the 3rd August
Research interests: Financial econometrics, quantitative methods in finance

Dick Pettway, University of Missouri-Columbia, USA
Dates: 3rd March to the 30th April
Research interests: Financial management, commercial banking, IPOs, diversures

Wolfgang Runggaldier, Universita degli Studi di Padova, Italy

Pierre Siklos, Wilfred Laurier University, Canada
Dates: 4th to the 17th April
Research interests: Monetary economics, international finance, applied econometrics and forecasting

Anatoli Tsirlin, Russian Academy of Sciences, Russia
Dates: 3rd March to the 4th April
Research interests: Optimal control theory

Andrea Volpicelli, Libera Universita Internazionale degli Studi Sociali (LUISS) in Rome, Italy
Dates: 29th April to the 29th July
Research interests: Exchange rate regimes

Mark Van de Vyver, University of Western Australia, Australia

Wang, China