Research Grants from 2010

Analysing liquidity via new estimator for stock trading costs

Investigators
Prof Adam Clements
Stephen Thiele
Duration
1/9/2016 to 30/11/2017
Funds
$4,500
Funder
AFAANZ (Accounting &Finance Association of Australia and New Zealand) Research Fund Grant

Change Detection in Causal Relationships and Measurement of Systemic Risk

Investigators
Prof Aubrey Stanley Hurn
Prof Mardi Helen Dungey
Dr Shuping Shi
Dr Peter Phillips
Duration
1/1/2015 to 21/12/2017
Funds
$404,700
Funder
ARC - Discovery Project

Novel Econometric Techniques for Modelling and Forecasting Electricity Prices and Price Volatility in Australia

Investigators
Prof Stan Hurn
Prof Adam Clements
Prof David Hendry
Prof Ken Lindsay
Dr Ralf Becker
Duration
1/1/2008 to 31/12/2010
Funds
$32,700
Funder
ARC - International Linkage

Novel Econometric Techniques for Dealing with Point Processes in High Frequency Financial Data with Applications to Financial Risk Management

Investigators
Prof Adam Clements
Prof Stan Hurn
Prof Ken Lindsay
Duration
1/1/2012 to 21/12/2014
Funds
$100,000
Funder
ARC - Discovery Project

A New Approach to Estimate Financial Volatility by Using High Frequency Data

Investigators
Y Liao
D Smith
Duration
1/7/2013 to 31/8/2014
Funds
$5,200
Funder
AFAANZ (Accounting &Finance Association of Australia and New Zealand) Research Fund Grant