Our research interests cover Volatility Analysis, Market Efficiency, Asset Pricing and Systematic Risk in Financial Markets. Our group members have diverse experience of econometric tools, techniques and procedures particularly in time series analysis.
- Volatility analysis
- Market efficiency and liquidity
- Asset pricing and systematic risk
|Muhammad Akbar (Cluster Leader)||Muhammad.Akbar@bcu.ac.uk|
|Xiehua (Richard) Ji||Xiehua.Ji@bcu.ac.uk|