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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

Publications

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