The Department of Economics, Business and Statistics at the University of Milan,
Italy, has opened a 1-year post-doc position in the areas of mathematics and
statistics on the following research theme
Inference for CO-GARCH processes: theory and numerical implementation
The research activities of the candidate are indicated as follows
1) Development of statistical tools for parametric estimation and model
selection discretely observed CO-GARCH processes;
2) R language implementation of simulation and estimation techniques for
CO-GARCH processes;
3) Writing of research papers and release of the corresponding open-source
software.
The successful candidate should have solid bases on mathematical statistics,
stochastic processes and good knowledge of the R programming language.
The deadline for the application is 23-feb-2012
Further details are available here (in italian)
http://www.unimi.it/ricerca/assegni_ricerca/2780.htm
or asked directly to stefano.iacus at unimi.it
-----------------------------------
Stefano M. Iacus
Department of Economics,
Business and Statistics
University of Milan
Via Conservatorio, 7
I-20123 Milan - Italy
Ph.: +39 02 50321 461
Fax: +39 02 50321 505
http://www.economia.unimi.it/iacus
------------------------------------------------------------------------------------
Please don't send me Word or PowerPoint attachments if not
absolutely necessary. See:
http://www.gnu.org/philosophy/no-word-attachments.html
