Research Interests
·
MCMC and
Convergence Diagnostics
·
Bayesian Inference and Bayesian Model Choice
·
Modeling of Time
Series
·
Financial
Econometrics
·
Hidden Markov
Models
·
Optimal Asset Portfolio Allocation with Classical
and Bayesian approaches
·
Option Pricing
·
Hedge Funds
·
Break-point
Models
·
Unit Root
testing