Job Market Paper
- Threshold GARCH Model: Theory and Application (Abstract)
- 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.
- 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.