Dissertation topics suggested by the teacher.
Recent dissertations supervised by the teacher.
First cycle degree programmes dissertations
- Analysis of Financial Time Series through GARCH, IGARCH and EGARCH Models
- Asymptotic Theory and Estimation for Linear Stochastic Processes
- Spatio-temporal modeling and its application to econometrics data
- Time Series Analysis of COVID-19 data
Second cycle degree programmes dissertations
- A cointegration based analysis on the S&P500 stock index: relation between pairs trading and time series modeling
- ESG ratings dispersion: a method that provides more effective ESG scores
- J-VaR: a new leverage consistent risk measure
- State space models with Uniform shocks: an introduction
- The Application of Student-t GAS Model to European Stock Returns with Heavy Tails
