Research Interest:
1) Risk or Volatility Modelling 2) Value at Risk Model Design and Development 3) Volatility Spillover between Cross Market and Commodities 4) Bayesian Regression and Markov Chain Monte Carlo(MCMC) Applications on Volatility Modelling and Jump Spillover.
1) Risk or Volatility Modelling 2) Value at Risk Model Design and Development 3) Volatility Spillover between Cross Market and Commodities 4) Bayesian Regression and Markov Chain Monte Carlo(MCMC) Applications on Volatility Modelling and Jump Spillover.
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