Dr Maya Clayton

BA (Hons), MSc, PhD

Teaching Fellow in Finance

Contact details

Tel: +44 (0)1334 462795
Fax: +44 (0)1334 462812

Teaching 2012/2013

• MN1002 Organisations and Analysis: Introduction to Business Statistics
• MN3101 Corporate Finance and Control
• MN5424 Corporate Finance and Accounting in a Global Context

Education

2006 – 2010 PhD in Financial Econometrics, University of St Andrews
Thesis: Econometric forecasting of financial assets using non-linear smooth transition autoregressive models.

2004 – 2005 MSc in Finance, Durham University
Dissertation: Comparison of volatility forecasting models for commodity prices: the case of Brent Crude Oil price time-series.

2001 – 2004 BA (Hons) in Business Finance, Durham University
Dissertation: Forecasting time-series of oil prices: an application of the Box-Jenkins approach.

Research Interests

Time-series modelling and forecasting, volatility forecasting, STAR models, error-correction models, non-linear dynamics in financial markets, relationship between financial and macroeconomic variables.