Job Market Paper

• Threshold GARCH Model: Theory and Application (Abstract)
  Presented at:
  • The Atlantic Canada Economics Association Meeting, Charlottetown, 2011.
  • The Econometric Society World Congress (ESWC), Shanghai, 2010.
  • The Midwest Econometrics Group (MEG) Annual Meeting, St.Louis, 2010.
  • The Canadian Economics Association (CEA) Annual Meeting, Quebec City, 2010.

Additional Papers

• Application of independent component analysis in finance: does time structure matter? (Abstract)

• Return volatility and volume: a new approach via independent component analysis (work in progress)
  Presented at The Canadian Economics Association (CEA) Annual Meeting, Toronto, 2009.