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Financial Statistics

Financial statistics is an interdisciplinary field that uses statistical methods and economic financial theory and methods to address a variety of quantitative problems in finance. These include financial models, financial economics theory testing, financial systems simulation, volatility estimation, risk management, capital asset pricing, portfolio allocation, and portfolio and derivative hedging.

This group focuses on developing cutting-edge statistical techniques for application of statistical models to real-world econometrics and financial-market data and problems.

Faculty