University of Technology SydneyUTS Faculty of Business


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2004 Visitors

Volker Bohm, University of Bielefeld
Dates: August to October
Research interests: General equilibrium theory, welfare economics, imperfect competition, macroeconomics, unemployment, inflation, growth, business cycles, random economic dynamical systems, financial markets

Frederic Bonnet, University of Adelaide, Australia
Dates: 5th April to the 8th April
Research interests: Applications of quantum field theory to financial markets, path integrals

Charles Corrado, Massey University, New Zealand
Dates: 23rd February to the 31st December

Alberto Dell'Acqua, Bocconi University Milan, Italy
Dates: 14th June to the 6th September
Research interests: Entrepreneurial finance, coroporate valuation, financing innovation

Jeff Dewynne, The Oxford Centre for Industrial and Applied Mathematics, UK

Graham Elliott, University of California, San Diego
Dates: 1st to the 23rd July
Research interests: Econometrics, forecasting, international finance

Peter Flaschel, University of Bielefeld, Germany
Dates: September to October
Research interests: Disequilibrium macrodynamics, open economy macrodynamics, real-financial interaction on the macro-level, nonlinear macro- and microdynamical systems, high order (integrated) economic dynamical models, structural macroeconomic model building, numerical analysis of macrodynamic systems

Hayette Gatfaoui, Universite de Paris I (Pantheon-Sorbonne), France
Dates: 15th january to the 15th April
Research interests: Default risk in financial assets' valuation, credit risk

Simone Giansante, National Research Council, Rome
Dates: August to September

Mahmoud Hamada, Energy Australia, Australia

Joel Horowitz, Charles E. and Emma H. Morrison Professor, Department of Economics, Northwestern University, USA
Dates: 23rd to the 26th November

Chih-Ying Hsiao, University Bielefeld, Germany
Dates: 23rd february to the 22nd March

Tom Hurd, Director PhiMAC, Financial Mathematics Laboratory, McMaster University, Canada
Dates: 24th June to the 2nd July
Research interests: Financial mathematics

Martin Jacobsen, University of Copenhagen, Denmark

John Knight, University of Western Ontario, Canada
Dates: 30th June to the 5th August
Research interests: Financial econometrics

Yury Kutoyants, University of Maine, France
Dates: 18th to the 30th April
Research interests: Stochastic processes

Andrew Patton, London School of Economics, UK
Dates: 5th to the 22nd April
Research interests: Financial econometrics, forecasting, volatility and dependence modelling, copulas, portfolio decisions

Richard Pettway, University of Missouri-Columbia, USA
Dates: 1st March to the 30th April

Alessandro Sansone, University of Rome "La Sapienza", Italy
Dates: August to December

Steve Satchell, University of Cambridge, United Kingdom
Dates: 5th July to the 20th August
Research interests: Theoretical and empirical problems in econometrics, finance, risk measurement and utility theory

Wolfgang Schmidt, Business School for Banking and Finance (HfB), Germany

Pierre Siklos, Wilfrid Laurier University, Canada
Dates: 23rd June to the 2nd July
Research interests: Applied econometrics, monetary economics, international finance

Russ Wermers, University of Maryland, USA
Dates: 10th June to the 18th June
Research interests: Studies of mutual fund performance measurement, the impact of mutual fund performance measurement, the impact of mutual funds on stock markets, and empirical tests of the efficiency of stock markets

Franz Wirl, University of Vienna, Austria
Dates: September to November
Research interests: Energy and environmental economics, industrial management, dynamic games, principal-agent-relationships, real options