Emeritus ProfessorNigel Meade

Emeritus Professor of Quantitative Finance

Department of Finance - Business School

  • Emeritus Professor of Quantitative Finance
    Department of Finance - Business School

RESEARCH

Overview

Density forecasts for financial time series
Modelling correlations between financial time series
Modelling simultaneous diffusion of an innovation across several countries

Measuring the accuracy of UK GDP forecasts

Structuring index funds