Md. Ashraful Islam Khan, PhD
B.Sc Honours, M.Sc and
M.Phil, Department of Statistics, Rajshahi University, PhD in Economics, Institute of Economic Research, Hitotsubashi University, Tokyo
LECTURER: 1st September, 2001 to 31st August, 2004
ASSISTANT PROFESSOR:1st September 2004 to 7th November 2011
ASSOCIATE PROFESSOR: 7th November 2011 to 16th June 2017
PROFESSOR: 17th June 2017 to date
The research I am currently involved in covers the following two topics:
(1). the modeling of realized volatility, which is the sum of squared intraday returns over a certain interval such as a day, in the Japanese stock market and its application to the prediction of future volatility, the option pricing and VaR; (2). the application of Support Vector Machine methods to the volatility modeling and forecasting.
Recently I am engaged in modeling the volatility of Dhaka stock market index and its application to the prediction of future volatility, the option pricing and VaR by applying Support Vector Machine methods in GARCH type models along with ordinary GARCH type models. I am also engaged in assessing students’ attitude toward learning in higher education.
My previous research area was regression diagnostics and time series analysis.
Department of Population Science and Human Resource Development
Level 4, 3rd Science Building
University of Rajshahi
E-mail : firstname.lastname@example.org