PhD grants in Statistics

Jobs Directory

From: Petros Dellaportas - AUEB <pdel@isosun.ariadne-t.gr>

ATHENS UNIVERSITY OF ECONOMICS 76 Patission Street, Athens 10434, Greece

DEPARTMENT OF STATISTICS

New approaches in GARCH modelling and stochastic volatility for multivariate time series

Applications are invited for two 3-year PhD grants by the Department of Statistics, Athens University of Economics. The Department was established in 1989. It is the first Department of Statistics in Greece and has 18 faculty members, 14 postgraduate students, a postgraduate Statistics laboratory with excellent computing facilities and access to a modern University library with around 40 titles of Statistics journals.

The projects will investigate different model approaches in the area of multivariate time series, with particular emphasis to applications in financial modelling. The grants cover registration fees for 3 years and provide partial coverage of living costs.

The applicants should hold, or expect to receive by September 1996, an MSc in Statistics. A letter of application, a photograph, a CV and the addresses of two referees should be sent before 18 March to: Dr. Petros Dellaportas, Department of Statistics, Athens University of Economics, 76 Patission Str., Athens 10434, Greece. Tel: +30-1-8217109, Fax: +30-1-8230488, Email: pdel@isosun.ariadne-t.gr