Jonathan Thong
LLB (Hons), BCom (Hons) Melbourne; MA (Econ), PhD NY
Lecturer
jonathan.thong@sydney.edu.au
Room 443
H69 - Economics and Business Building
The University of Sydney
NSW 2006 Australia
Phone: +61 2 9351 4467
Fax:
Jonathan recently received his PhD from New York University under the supervision of Professors James Ramsey and Timothy Cogley. His research and teaching interests are primarily centred around the empirical study of finance, international economics, capital markets, financial econometrics and time series analysis. Over the past two years he has become highly engaged in the application of statistical techniques and analysis to a broad range of issues in legal scholarship in the nascent field of empirical legal studies.
Jonathan's approach to research is motivated by finding and employing the best lens through which one can analyse data and in order to learn something new about economic relationships as well as testing core ideas in asset pricing, financial markets and international trade theory. In doing so, he has acquired experience in the application of advanced methods in nonlinear time series analysis, Bayesian statistics & Markov chain Monte Carlo simulation methods, non and semi-parametric estimation, volatility modelling (ARCH, GARCH, stochastic volatility and realized volatility), dynamic factor models, wavelet analysis, copula techniques in finance and risk, frequency domain analysis and elementary aspects of machine learning.