I am looking for two Postdoctoral Research Fellows in Statistics/Econometrics
at the
Australian School of Business, UNSW, Sydney, Australia
Applications are invited from suitably qualified applicants to carry out
research whose aim
is to build flexible static and dynamic multivariate regression models
including copula and
mixture models and to develop methods to carry out inference for these
models. The estimation
methods will be Bayesian using MCMC, adaptive sampling and particle
filtering.
Frequentist methods will also be used where appropriate.
The applications will be to data in Finance and Economics and
in particular to problems of asset allocation, risk management and option
pricing in finance. The research will be funded by an ARC Discovery Grant on
Building Flexible Multivariate Models.
For further information about the positions and instructions on how to
apply, see
http://www.hr.unsw.edu.au/services/recruitment/jobs/15011007.html
The reference number for the position/s is Ref. 6938NET.
The deadline for applying for the position is February 15 2010. If you have
questions about the research positions and the research itself contact me at
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