Dynamic models

Associate Professor

keywords: mathematical finance; computational finance; derivative pricing; numerical approximation of differential equations;

Full Professor

keywords: Latent variable models, Structural equation models, Longitudinal data analysis, Non parametric trend-cycle estimators,

Associate Professor

keywords: Spatial Econometrics, Limited Dependent Variables, Dynamic Spatial Panel Data Models, Computational Statistics,

Associate Professor

keywords: Bayesian decision theory, Dynamic optimisation, Economic inequality

Full Professor

keywords: Stochastic differential equations, probabilistic models in biology and finance

Associate Professor

keywords: Statistical Analysis of Financial Data, Extreme Value Analysis for policy decisions, Economics and business forecasting

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