Member's Details
Associate Fellows
Email
thomas.mccurdy@cirano.qc.ca
University
University of Toronto
416 978-3425
416 971-3048
Function(s)
Ph.D., Economics, London School of Economics (United Kingdom)
Professor
Joseph L. Rotman School of Management
University of Toronto
Founder and Academic Director, BMO Financial Group Finance Research & Trading Lab
Holder of the Bonham Chair in International Finance
Domain(s) of interest
Risk Modeling and Financial Trading Strategies, Forecasting Risks and Opportunities for Financial Securities, Probabilistic Modeling for Risk-Informed Decisions
Biography
Tom McCurdy holds the Bonham Chair in International Finance and is a Professor of Finance at Rotman (with a status cross-appointment to the Department of Economics). He is the Founder & Academic Director of the BMO Financial Group Finance Research and Trading Lab, and has been an Associate Fellow...

List of scientific publications at CIRANO by Thomas McCurdy

Code Publications
2003s-38 WP John M. Maheu et Thomas H. McCurdy. News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns
2001s-42 WP John M. Maheu et Thomas H. McCurdy. Nonlinear Features of Realized FX Volatility

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