Congratulations to PhD student Marcin Zamojski on his new position as a 4 year post-doc at the finance department of the University of Gothenburg. Marcin is an alumnus of the TI MPhil program finance track (2012) and currently a PhD candidate at the finance department at the VU University Amsterdam. He also holds an MSc in Finance and Banking (2009) from Warsaw School of Economics. Marcin expects to defend his PhD thesis in the second half of 2016. His supervisors are fellows Siem Jan Koopman and André Lucas, and Arjen Siegmann (all VU University Amsterdam) and Denitsa Stefanova (Luxembourg School of Finance).
His research focuses on modelling change in the financial markets. He contributed to the literature on hedge funds, term-structure of interest rates, empirical asset pricing, and time-series econometrics. Marcin’s job market paper is the first to provide confidence bands around time-varying parameters in observation-driven models.