University of Reading cookie policy

We use cookies on to improve your experience, monitor site performance and tailor content to you

Read our cookie policy to find out how to manage your cookie settings

Dr Simon Burke

  • Director of Undergraduate Studies

Areas of interest

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. 

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

Postgraduate supervision

I would be interested in co-supervision in applied settings where issues of this type arise and provide potential insight into applied problems.

Academic qualifications

BA Warwick; MA Lancaster; PhD Reading

Professional bodies/affiliations


No Email Set