John Randal
,
PhD, MSc (with Distinction), DipFinMath (VUW).
Senior Lecturer, School of Economics and Finance, VUW
Office: RH 308
Phone: +64 4 463 5558
Email:
John.Randal@vuw.ac.nz
John Randal's research interests
Research Interests
Applications of robust and non-parametric statistics to finance.
Time series volatility estimation and forecasting.
Stock price modelling.
Current Teaching
QUAN102 Statistics for Business;
MOFI405 Stock Prices and Volatility Modelling;
QUAN203 Econometric Theory for Economics and Finance.
ECON409 Advanced Econometrics B (Time Series Econometrics).
Last Updated: 29 July, 2009