Econometrics, statistics and finance

Summary

Simon Kwok obtained his PhD in Economics from Cornell University in August 2012. His research interests are in time series econometrics, statistics and finance. In particular, he is interested in specification tests of time series and point process models, tests of Granger causality, and their empirical applications in market microstructure, credit contagion and financial contagion.

Supervisor

Dr Simon Kwok.

Research location

School of Economics

Synopsis

Research interests

Asset and Derivative Pricing
High Frequency Finance
Program Evaluation

Additional information

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Opportunity ID

The opportunity ID for this research opportunity is 3101