[R-jobs] [PostDoc Position] University of Milan

[stefano iacus]

The Department of Economics, Business and Statistics at the University of Milan, Italy, has opened  a 1-year post-doc position in the areas of mathematics and statistics on the following research theme

Inference for CO-GARCH processes: theory and numerical implementation


The research activities of the candidate are indicated as follows

1)     Development of statistical tools for parametric estimation and model selection discretely observed CO-GARCH processes;
2)     R language implementation of simulation and estimation techniques for CO-GARCH processes;
3)     Writing of research papers and release of the corresponding open-source software.


The successful candidate should have solid bases on mathematical statistics, stochastic processes and good knowledge of the R programming language.
The deadline for the application is  23-feb-2012

Further details are available here (in italian)

http://www.unimi.it/ricerca/assegni_ricerca/2780.htm

or asked directly to stefano.iacus using unimi.it

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Stefano M. Iacus
Department of Economics,
Business and Statistics
University of Milan
Via Conservatorio, 7
I-20123 Milan - Italy
Ph.: +39 02 50321 461
Fax: +39 02 50321 505
http://www.economia.unimi.it/iacus
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