NCER News

2012

We are pleased to announce that new funding has been secured to continue the Princeton University, Singapore Management University and QUT tripartite workshop on Financial Econometrics.

2011

ARC Discovery Success

Investigators: Adam Clements,  Stan Hurn,  Kenneth Lindsay
Project: Novel econometric techniques for dealing with point processes in high frequency financial data with applications to financial risk management (2012-2014)
Project Summary:  The recent global financial crisis highlighted the inherent risk involved in investing in financial assets. This project aims to develop novel statistical methods for forecasting the onset of instability in asset prices. The outcomes of this research will lead to improvements in the management of financial risk.

ARC Future Fellowship

Investigator: Benno Torgler
Project: The role of moral sentiments and emotions in human nature: an interdisciplinary empirical approach.
(Note: There were only two Future Fellowships awarded in the field of Economics in 2011 (of over 200 in total awarded) and there have been only five in the three years that the scheme has been operating.)