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Education
Ph.D. in Finance, University of Toronto/Rotman School of Management M.A. in Economics, University of Toronto, Canada M.Sc. in Economics, Budapest University of Economic Sciences, Hungary 
Biography
Personal Home Page: www.andrasfulop.com
Academic Publications
Articles
"A stable estimator of the information matrix under EM for dependent data" (A. Fulop, JC. Duan), Statistics and Computing, Sep 2009, Vol. , Issue , p. ‑
"Estimating the structural credit risk model when equity prices are contaminated by trading noises" (A. Fulop, JC. Duan), Journal of Econometrics, Jun 2009, Vol. 150, Issue 2, p. 288‑296
Chapters
Maximum Likelihood. In: Encyclopedia of Actuarial Science (with JC. Duan). Chichester (UK) : Wiley & Sons, 2004, p. 1107-1115
Working papers
"Feedback Effects of Rating Downgrades" (A. Fulop). Essec Research Center, DR‑06016 Oct 06.
"Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises" (JC. Duan, A. Fulop). Essec Research Center, DR‑06015 Oct 06.
Other Publications
Articles published in conference proceedings
"How liquid is the CDS market?", With L. Lescourret. In : 4th Annual Central Bank Workshop on the Microstructure of Financial Markets, Central Bank Microstructure Conference. : Bank for International Settlements and Hong Kong Institute for Monetary Research, 2008
Awards and Distinctions
2000-2004 Harvey Rourke Fellowship
1999-2004 University of Toronto Fellowship 1999 Soros Foundation Fellowship
Scientific Activities
Conference Presentations
International Conferences: Econometric Society European Meeting 2007 FERM 2007 Beijing AFFI Paris 2006 December FDIC 16th Derivatives Securities and Risk Management Conference 2006 April Invited Seminars, Workshops: 2007 CREST,Paris 12,Academia Sinica Taipei,INSEAD 2006 Budapest Economic Seminar Series at MNB, Bocconi,ESSEC,BIS,HEC Montreal
Affiliations and Academic Responsibilities
Member of CREST, Finance and Insurance Laboratory
Consulting & Other Activities
Consulting Project for Eurotitrisation 2006-2007
Professional Experience
2005 summer, Hungarian National Bank, Research Division, Visiting Researcher
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