Staff Profile:

Name:
Dr Simon Burke
Job Title:
Associate Professor
Responsibilities:
Director of Undergraduate Studies
Areas of Interest:

Non-stationarity of multiple time series; conditional variance modelling and development (financial econometrics); diagnostic testing of statistical time series and econometric models.

Research Supervision

My research concentrates on time series methods in economics and finance, both applied and theoretical. I have specific interests in non-stationary processes and in dynamic higher order moments of time series distributions. I would be interested in co-supervision in applied settings where issues of this type arise and provide potential insight into applied problems.

Research groups / Centres:
Publications:
Y
Jump to: 2016 | 2009 | 2008 | 2007 | 2005 | 2002 | 2001 | 1998
Number of items: 11.

2016

2009

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1998

This list was generated on Sat Oct 21 04:12:50 2017 BST.
Qualifications:
BA Warwick; MA Lancaster; PhD Reading

Affiliations:

Member of the Royal Statistical Society; Member of the Reading Business Group

SimonBurkePhoto2017

Contact Details

Email:
s.p.burke@reading.ac.uk
Telephone:
+44 (0) 118 378 5046
Building:
Edith Morley 319

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