Professor Stan Hurn

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Professor, QUT Business School

PhD (University of Oxford)

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

Additional information

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