David T. Frazier

Ph.D. Candidate

Department of Economics

University of North Carolina-Chapel Hill - Economics Department

David Frazier Contact Information

Address:         Cell:    (919) 923-7653
107 Gardner Hall, CB #3305         Email: frazdt@ad.unc.edu
University of North Carolina at Chapel Hill      
Chapel Hill, NC 27599-3305



Research Interests

Primary Fields: Financial Econometrics, Semiparametric Econometrics

Secondary Fields: Applied Econometrics, Missing Data Models

Research Statement

My current research interests lie in the field of nonparametric econometrics and the application of nonparametric methods to asset pricing. I am particularly interested in the estimation and testing of the risk-return tradeoff in the presence of leverage effects.