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Markov Switching Model in Finance

Event information
Date 7 May 2003
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

His research focuses on dynamic asset pricing models, term structure models, and taxation and pension policy issues. He lectures on corporate finance, fixed income securities and theory of finance. He publishes in international refereed journals and is a frequent speaker in international conferences. Before joining the Management School he held research and teaching positions at University of Cambridge, Birkbeck College, University of Durham and University of Manchester. He obtained his Ph.D. at University of York. He is currently working on Markov switching models in finance and asset pricing with learning. Website: