- Dr Weidong Xu
Zhe Jiang University
Period of Visit: Aug 2013 – Feb 2014
- Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors', July 28, 2013 (CoFiE-WP-04-2013)
Download Paper
- Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500", July 28, 2013 (CoFiE-WP-03-2013)
Projects for Financial Year 2010
- Estimation of Low Frequency Volatility using ACD Models
SMU Faculty: Tse Yiu Kuen, School of Economics
- Covariance Risk
SMU Faculty: Christopher Ting , Lee Kong Chian School of Business
Past and ongoing research in CoFiE has been both methodological and practical, with a strong policy orientation in recent work on bubbles and financial/macroeconomic surveillance. We wish to encourage more industry related research and research with a practical dimension that implements methodological advances, while widening the compass of CoFiE to include any good research in financial econometrics.
The ranking is created by the CentER for Research in Economics and Business at Tilburg University, the Netherlands https://econtop.uvt.nl/. The following 6 journals are used to rank schools:
Econometrica
Journal of Econometrics
Econometric Theory
Journal of Business and Economic Statistics
Journal of Applied Econometrics
Econometrics Journal
Industry Outreach
- Professor Jun Yu presented on "Early Warning Detection System for Asset Bubbles" at a CFA Singapore lunchtime seminar on 23 August 2011.
Following discussions between SMU and the Monetary Authority of Singapore, the Sim Kee Boon Institute for Financial Economics (SKBI) was established in July 2008. SKBI's mission is to promote fundamental (academic) and applied (use-driven) research in financial economics relevant to Singapore and the region. The institute is named in honour of the late Mr Sim Kee Boon to commemorate his many accomplishments in establishing Singapore's modern infrastructure.
VISION
To be a leading international institute for applied financial and economic research.
MISSION
To conduct applied financial research that is driven by industry and societal needs.
SKBI Advisory Board
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