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