Assistant Professor, University of Melbourne Business School
Research focus: Bayesian econometrics and state space modelling techniques to model and predict risks in the financial markets
My PhD was the natural next step after I completed the Masters of Applied Econometrics at Monash Business School. The doctoral program is taught out of the Department of Econometrics and Business Statistics (EBS), which has one of the largest concentration of econometricians globally.
Since completing my PhD I have published two journal articles that resulted from thesis chapters. One of these was published in the top field journal (Journal of Econometrics) and the other in another top journal (Journal of Applied Econometrics). I am also working on a third piece from the thesis, which I aim to submit to a high quality journal in financial econometrics. In addition to these papers, I have developed other research agendas, one of which has led to an additional paper on inversion copula, and is currently under review at the Journal of American Statistical Association.
My experience from the PhD program directly contributes to where I currently stand in my career. Having one excellent publication already in press towards the end of my PhD put me on a good footing with my academic job search. The presentation and communication skills, developed both through academic presentations and teaching opportunities within the Department, have helped me immensely at job market seminars. As well as continuing to work with my supervisors on ongoing projects, I also hope to build on the network that I have created along the way to foster additional research projects in the future.