Dr Simon Burke
- Director of Undergraduate Studies
Areas of interestMy 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 supervisionI would be interested in co-supervision in applied settings where issues of this type arise and provide potential insight into applied problems.
Academic qualificationsBA Warwick; MA Lancaster; PhD Reading
- Member of the Royal Statistical Society
- Economic Analysis Research Group (EARG)
- Member of the Reading Business Group