In broad, my research interests are in finance and econometrics/statistics issues.
In particular, on finance side, I have worked on monetary policy, exchange rate, and volatility modelling.
On econometrics/statistics side, I have worked on copula modelling, estimators of Weibull distribution, estimators of coefficient of variations, and X-12 ARIMA seasonal adjustment methods.
Quantitative Finance, Financial Modelling, and Financial Econometrics.
Money and Capital Markets (MAF202)
Quantitative Finance (MAF759)
Financial Modelling (MAF384)
Business and Financial Econometrics (MAE/MAF723)
Selection in the Asian Development Bank Internship:
I was the only candidate selected in the Asian Development Bank's internship programme from Australia in 2004. Other participates were from United States of America’s and Japan's top universities such University of Chicago, and Nagoya University Japan.
- Just type the following words "Aziz Hayat and Asian Development Bank" in a search engine and you will find my story's links. See few more such links to the ADB story below:
- Asian Developement Bank 2005 Internship Program
- Internship to aid Asian development
- President's Programme for the care of Highly Qualified Overseas Pakistanis for 2013.
- International Research Fellowship 2014 from Deakin University.
C Horioka, E Gahramanov, A Hayat, X Tang
(2018), Vol. 59, pp. 113-136, International economic review, Chichester, Eng., C1
C Nguyen, M Bhatti, A Hayat
(2014), Vol. 48, pp. 2589-2603, Quality and quantity, Dordrecht, The Netherlands, C1
M Akram, A Hayat
(2014), Vol. 8, pp. 238-259, Journal of statistical theory and practice, Abingdon, England, C1
A Hayat, B Ganiev, X Tang
(2013), Vol. 37, pp. 1274-1285, Journal of banking and finance, Amsterdam, The Netherlands, C1
A Hayat, M Bhatti
(2013), Vol. 33, pp. 676-688, Economic Modelling, Amsterdam, Netherlands, C1
A Hayat, P Narayan
(2011), Vol. 88, pp. 2908-2915, Applied energy, Oxford, England, C1
A Hayat, P Narayan
(2010), Vol. 87, pp. 178-184, Applied energy, Amsterdam, The Netherlands, C1
A Hayat, S Mishra
(2010), Vol. 27, pp. 1292-1301, Economic modelling, Amsterdam,Netherlands, C1
Funded Projects at Deakin
No Funded Projects at Deakin found
No completed student supervisions to report