Centre for Financial Econometrics (CFE)

The Centre for Financial Econometrics (CFE) was established under the Finance Discipline beginning 1 July 2011.
The Centre consists of two Professors, five junior staff, and four research assistants.

The aim of CFE is to develop new estimation techniques/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