PhD defence: Wei Ruen Leong

Topic: GARCH at Small Sample Sizes: Remedies and Applications

2018.11.19 | Susanne Christensen

Date Thu 10 Jan
Time 13:00 16:00
Location Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2624, auditorium E2

Wei Ruen Leong

will defend his PhD dissertation entitled "GARCH(1,1) at Small Sample Size and Pairs Trading with Cointegration".

Wei Ruen Leong has been enrolled in the PhD programme in Economics and Business Economics. Professor Eric Hillebrand has been his supervisor.

The dissertation

The dissertation can be downloaded from Wei Ruen Leong's profile 2 weeks before the defence. For a paper copy, please contact Susanne Christensen.

The assessment committee

Professor Robin Lumsdaine, American University, Washington DC

Assistant Professor Cristina Amado, University of Minho, Portugal

Professor Asger Lunde (chair), AU


The defence is public and open to all. It will be followed by a reception in room K115, building 2630.

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Susanne Christensen
PhD Secretary
Phone: +45 8716 5121

PhD defence, CREATES