Methodological and computational issues in large-scale time series models for economics and finance

Organisation/Company: Università degli Studi di Messina Research Field: Economics Researcher Profile: Recognised Researcher (R2), Leading Researcher (R4), First Stage Researcher (R1), Established Researcher (R3) Country: Italy Application Deadline: 26 Jan 2025 - 23:59 (UTC) Type of Contract: To be defined Job Status: Not Applicable Is the job funded through the EU Research Framework Programme? Not funded by a EU programme Is the Job related to staff position within a Research Infrastructure? No Offer Description The selected researcher will primarily analyse time series in the financial sector, both in univariate and multivariate settings. This will involve a systematic analysis of a large amount of data. Starting from intraday data, the researcher will be able to: Aggregate and transform such data to obtain the so-called realized variance and covariance series; Use state-of-the-art univariate/multivariate models for the analysis of the data; Interpret the attained results. The work will be carried out in collaboration with the project staff belonging to the Messina research unit as well as with researchers from other research units that are part of the same project. Eligibility of fellows: country/ies of residence: AFRICA EUROPE OCEANIA NORTH AMERICA SOUTH AMERICA ASIA Eligibility of fellows: nationality/ies: AFRICA EUROPE OCEANIA NORTH AMERICA SOUTH AMERICA ASIA Selection Process Time series, ARMA models, models for financial time series, programming with statistical and econometric software. J-18808-Ljbffr

Location: provincia-di-messina, IT

Posted Date: 1/30/2025