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Professor Stan Hurn

QUT Business School,
Economics and Finance

Personal

Name
Professor Stan Hurn
Position(s)
Professor
QUT Business School,
Economics and Finance
Discipline *
Econometrics, Applied Economics
Phone
+61 7 3138 5066
Fax
+61 7 3138 1500
Email
Location
View location details (QUT staff and student access only)
Qualifications

PhD (University of Oxford)

Professional memberships
and associations
Keywords

Time series econometrics, Financial econometrics

* Field of Research code, Australian and New Zealand Standard Research Classification (ANZSRC), 2008

Biography

Stan Hurn joined QUT as a Professor of Econometrics in the School of Economics and Finance in 1998.

Background

  • 1992: graduated with a D.Phil. in Economics from Oxford.
  • 1996: appointed Official Fellow in Economics – Brasenose College, Oxford.
  • 1998 – 1995: lecturer – Department of Political Economy – University of Glasgow.

Research interests

Professor Hurn’s main research interests are in the field of time-series econometrics.

  • Finance
  • Economics
  • Econometrics
This information has been contributed by Professor Stan Hurn.

Teaching

Teaching interests

EFB200 Applied Regression Analysis

BSN506 Econometric Methods
EFN500 Contemporary Macroeconomic Theory

  • EFB200 Applied Regression Analysis
  • BSN506 Econometric Methods
  • EFN500 Contemporary Macroeconomic Theory
This information has been contributed by Professor Stan Hurn.

Publications


For more publications by this staff member, visit QUT ePrints, the University's research repository.

Research projects

Grants and projects (Category 1: Australian Competitive Grants only)

Title
Change Detection in Causal Relationships and Measurement of Systemic Risk
Primary fund type
CAT 1 - Australian Competitive Grant
Project ID
DP150101716
Start year
2015
Keywords
Granger causality, recursive estimation, systemic risk
Title
Novel Econometric Techniques for Dealing with Point Processes in High Frequency Financial Data with Applications to Financial Risk Management
Primary fund type
CAT 1 - Australian Competitive Grant
Project ID
DP120100837
Start year
2012
Keywords
Financial Risk Management, Point Processes, Forecasting, High Frequency Finance, Volatility
Title
Novel Econometric Techniques for Modelling and Forecasting Electricity Prices and Price Volatility in Australia
Primary fund type
CAT 1 - Australian Competitive Grant
Project ID
LX0882226
Start year
2008
Keywords
Electricity Prices, Price Risk, Multivariate Models, Volatility, Forecasting
Title
Understanding and Modelling Weather Derivatives in Australia for the Purpose of their Accurate Pricing: a Statistical and Econometric Investigation
Primary fund type
CAT 1 - Australian Competitive Grant
Project ID
DP0666266
Start year
2006
Keywords
Weather derivatives, Nonlinear time series, Forecasting, Weather risk, Nonparametric models.

Supervision