Students

Sanghyun Han - Honours in Econometrics, 2014 (PhD in Economics at Boston College)

Thesis topic: Econometrics of Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Option Pricing Model based on Realized Volatility Measure

Claudia Yeap - Honours in Econometrics, 2014 (Trader at Citi Global Markets)

Thesis topic: The Skew-t Option Pricing Model

Nan Li - Honours in Econometrics, 2016 (MPhil at Judge Business School, Cambridge University)

Thesis topic: Determining The Number of Factors in Vector Autoregressive Models with Markov-Switching Components

Ariana Tammetta - Honours in Economics, 2016 (Research Assistant at Macromonitor)

Thesis topic: Stock Returns and the Consideration of Investor Behaviour

Siqi Yuan – Honours in Econometrics, 2017 (working at a fund management firm – the Mainstream Group)

Thesis topic: Detecting Bubbles in the presence of Jumps Diffusion Process GARCH error      

Ziyan Zhang – Honours in Econometrics, 2017 (studying MPhil at Judge Business School, Cambridge University)

Thesis topic: Nonparametric Inference of Contagion Effect across Regions and Sectors

Alexander Oh – Honours in Economics 2018 (working at Reserve Bank of Australia)

Thesis topic: Electricity Price Volatility and Renewable Energy: Some evidence from Australia

Xin Zheng – PhD in Economics, 2019 (post-doctorate at Tsinghua University)

Thesis topic: Shocks, Business Cycles and the Stock Market in the framework of Bayesian DSGE-VAR Model

Chenxu Wen – Honours in Econometrics, 2019

Thesis topic: Inference on Integrated Volatility on the Presence of Self-excited Jumps

Lei Miao– Honours in Econometrics, 2019 (MSc in Applied Analytics at Columbia University)

Thesis topic: High Frequency Data Jump Analysis on the Cryptocurrency Markets

Chun Zhang – Honours in Econometrics, 2019 (MSc in Finance and Economics at LSE)

Thesis topic: Structural Dynamics of the Chinese Economy: What is the Role of Monetary Policy?

Adam Goodge - Honours in Economics, 2021 (Master of Mathematical Sciences at ANU)

Thesis topic: The Misuse of Empirical Mode Decomposition in Contemporary Forecasting and a Valid Decompose-Ensemble Oil Price Model 

Xiaozhou Yang - Honours in Economics, 2021 (family business)

Thesis topic: The Prevalent Use of Variable Interest Entity Against Investors’ Confidence 

Yiyun Zeng – Master of Economic Analysis, 2021 (research assistant at Cindas) 

Thesis topic: The impact of COVID-19 and interest rate on the stock market: based on the VAR model with a deterministic structural shift

Joysie Qu – Honours in Econometrics, 2023 (Reserve Bank of Australia)

Thesis topic: Inferring financial bubbles with option data: a dynamic approach 

Minhao Leong - PhD candidate