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Current Postgraduate Research

Ph.D / Masters

Roman AhmedA new method for forecasting hierarchical time seriesPh.D
Madhubashini GunasinghaForecasting time series with multiple seasonal patternsPh.D
Haifeng GuoSome Issues in Chinese IPO MarketsPh.D
Song Yang GuoAn endogenous statistical clustering approach to validate Fama-French factorsPh.D
Matthew HammillPoverty and inequality in Central AmericaM.Phil
Shuowen HuBootstrap techniques: time series modellingPh.D
Molla HuqBayesian Approach to Discrete Choice Models in Econometrics with applications to education and outcomesPh.D
Javed IqbalModelling Asset Pricing in Emerging Markets: A perspective from PakistanPh.D
Bambang IrawanDevelopment of bond market in East Asia as a policy response to financial crisisPh.D
Yeasmin KhandakarAutomatic Arima ForecastingPh.D
Gunky KimEvaluating value-at-risk of heavy tailed portfolio with hyperbolic distribution using copulas (submitted)Ph.D
David KimbuThe Impact of Household Characteristics, Socio-Cultural Factors and HIV/AIDS on child schooling in KenyaPh.D
Andrey KostenkoTime Series ForecastingM.Phil
Sydney LambrickAn Assessment and Test of the Arbitrage Pricing Theory in Australia, 1974 to 2000Ph.D
Bing LiApplied Econometrics and Business StatisticsPh.D
Song LiBandwidth selection for kernel density estimation with asymmetric kernelsPh.D
Kian Ping LimThe weak form efficiency of Malaysian stock market: Thin trading, non-linear behaviour and evolving return predictabilityPh.D
Svetlana LitvinovaEconometricsM.Phil
Lin LuoTerm structure modellingPh.D
Svetlana MaslyukEconomicsPh.D
Jason NgNon-parametric estimation of forecast distributions in non-Gaussian state space modelsPh.D
Dawn NguyenEvaluating research and development policies with a recognition of interrelationships between Australian broadacre agricultural industriesPh.D
Alexander NicholsBayesian estimation and filtering methods to state space models for quantilesPh.D
NurjannahThe application of econometric tools to financial data: benefits for financial restructuring and supervisionM.Phil
Ahmad OsmanA new method for forecasting hierarchical time seriesPh.D
Mehmet OzmenTrends in drug usage and user demographicsM.Phil
Tahera ParveenThe examination of fiscal sustainability in developing AsiaPh.D
Bethmage PereraStatistical inference under stochastic orderPh.D
Cain PolidanoThree Applications of Microeconometric TechniquesPh.D
Nan QuEstimation Of Multivariate Volatility ModelsPh.D
Mala RaghavanModelling Malaysian monetary policy using the structural VAR and factor Augmented VAR methodologiesPh.D
Suman RakshitEconometric theory/inference in nonstandard modelsPh.D
Kulan RanasingheNew approaches for statistical inference in duration modelsPh.D
Mustabshira RushdiPrice determination in Australian manufacturing firmsPh.D
Arivulzaham SengarapillaiDiscrimination and Classification in Functional Data AnalysisPh.D
Han Lin ShangApplied statistics: bootstrapping method in long memory time seriesPh.D
Ekki SyamsulhakimEssays in Applied MicroeconometricsPh.D
Isfaaq TimolHuman capital, innovations and economic growthM.Phil
Karen TreloarChallenges in Early Stage Commercialisation and Entrepreneurship in AustraliaPh.D
Ainura TursunalievaLoss distribution for modelling operational risksM.Phil
Andrea VinhBayesian Inference for Welfare Comparisons of Income Inequality and PovertyPh.D
Tie WangEmpirical analysis of the Australian meat Market with Artificial Neural Networks and Demand systemM.Phil
Woon-Weng WongEstimating demand systemsM.Phil
Weiping WuBayesian Techniques in Discrete Choice ModelsPh.D
Farah YasmeenFunctional linear models for forecasting breast cancer mortality and incidencePh.D
Rong ZhangAsymmetric GARCH modelsPh.D
Xiaohui ZhangEconometric Analysis of Health Issues in AustraliaPh.D