Centre for Financial Econometrics (CFE)

The Centre for Financial Econometrics (CFE) was originally established as the Financial Econometrics Group of the School of Accounting, Economics and Finance on 1 July 2011. It was formally declared a Research Centre of the Faculty of Business and Law on 1 May 2013.

The Centre consists of two Professors, including Alfred Deakin Professor Paresh Narayan and a Chair in Financial Econometris, Professor Joakim Westerlund. There are also five junior staff, five PhD students and six research assistants.

The aim of CFE is to develop new techniques and tools to estimate and test traditional hypotheses and models in Finance.

Key Research Interests

• Financial Time Series Modelling
• Financial Panel Data Modelling
• Empirical finance
• Return Predictability and Forecasting
• Portfolio Modelling
• Market Efficiency