Financial Econometrics

Financial Econometrics

Programs Available


Reference Number


Opening Date

25 Jun 2020 12am AEST 

Closing Date

20 Dec 2020 12am AEDT 

Scholarship available to



This project intends to contribute to our understanding of financial market risks using intraday high-frequency financial data and advanced financial econometric tools, thereby enable better risk management and improve our ability to maintain the stability of the financial system.

The Ph.D. student will be supervised by Professor Shuping Shi from the Department of Economics at Macquarie Business School.

Applicants should have a background in econometrics and a strong interest in the financial market.

Applications will be reviewed as they are received and an offer of scholarship will be made as soon as a suitable candidate has been selected.


This scholarship is available to eligible domestic or international candidates to undertake a PhD (3-year) program.

Scholarship Components

The scholarship is comprised of the Tuition Fee Offset and a Macquarie University Research Excellence Scholarship (MQRES) Living Allowance/Stipend.

The stipend component of the scholarship is currently valued at AUD $28,092 per annum (2020 rate, tax exempt).

Contact Details

Name: Prof. Shuping Shi
Phone: +61 (2) 9850 8501

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