NUFFIELD COLLEGE
OXFORD
Appointment of Research Officer
Applications are invited for a Research Officership attached to an ESRC
project, "Econometrics of trade-by-trade price dynamics". This is being
organised by Professor Neil Shephard (www.nuff.ox.ac.uk/users/shephard/).
The appointment will be for a fixed term of 3 years from around 1 April 2000.
The project aims at further developing some econometric models Professor
Shephard has been working on for the evolution of the prices of speculative
assets using transaction data.
Applicants should have (or be about to complete) a doctorate in Econometrics
or Statistics. Salary is on the Nuffield scale starting at £19,797 per annum.
Applications, including a CV and the names and addresses of two referees,
should be sent to Claire Bunce, Nuffield College, Oxford, OX1 1NF, UK by 15
February 2000 (email [log in to unmask]). Applicants should get
their referees to forward their references directly to Claire Bunce.
Informal inquiries may be made through Professor Neil Shephard
([log in to unmask]).
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Dr. Neil Shephard
Official Fellow, Nuffield College &
Professor of Economics, Oxford University
www.nuff.ox.ac.uk/economics/people/shephard.htm
Office Home
Phone: 44 1865 278593 44 171 266 3878
Fax:44 1865 278621
Nuffield College,
Oxford OX1 1NF, UK.
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