I am Professor of Financial Econometrics at the University of Essex.
I am editor-in-chief of the Journal of Time Series Analysis. You can submit your paper for review by clicking here.
I am a Co-Editor of Econometric Theory.
I am also an Associate Editor of the Journal of Business and Economic Statistics and of the Journal of the American Statistical Association (Theory and Methods).
Themed Issue of Journal of Econometrics on "Predictive Modelling of Financial Data" Please follow this link for details
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 for some links to journals, learned societies, etc in econometrics and statistics.
"Investigating Structural Change in Predictive Regressions with Applications to Forecasting Stock Returns." Principal Investigator (Award Number ES/R00496X/1). Three year ESRC award ending 31st August 2021. For details on, outputs from, and events run as part this project please click on this link ESRC Project .Previous ESRC Project:
"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 ending 30th September 2017. For details on, outputs from, and events run as part this project please click on this link ESRC Project or go to Marcus' website.