Financial Econometrics Lab

The Financial Econometrics Lab is interested in statistical methods in financial econometrics and risk managements, computational biology, biostatistics, high-dimensional statistical learning, data-analytic modeling, longitudinal and functional data analysis, nonlinear time series, wavelets and their applications, among others. Our primary research focuses on developing and justifying statistical methods that are used to solve problems from the frontiers of scientific research. This is expanded into other disciplines where the statistics discipline is useful.