I am Professor of Financial Econometrics at Essex Business School. You can watch a video about our new building by clicking here.
I am editor-in-chief of the Journal of Time Series Analysis. You can submit your paper for review by clicking here.
To download some of my recent research papers, please click this link Research papers. You can also access some of my published and accepted papers in the University of Essex Research Repository.
Here are links to my Google Scholar, IDEAS-RePEc , ORCID, Scopus and Research Gate pages.
Click here for a (relatively) recent copy of my CV
Click here or here for some links to journals, learned societies, conferences etc in econometrics and statistics.
"The Analysis of Non-stationary Time Series in Economics and Finance: Cointegration, Trend Breaks, and Mixed Frequency Data" (with Marcus Chambers, Department of Economics, University of Essex) (Award Number ES/M01147X/1). Two year ESRC award starting 1st October 2015. For details on, outputs from, and events run as part this project please click on this link ESRC Project or go to Marcus' website