PhD Supervision:

Jinki Kim: 1999-2003; University of York; "Some applications of non-linear time series models in financial data".

 (Joint published papers: Journal of Empirical Finance, Econometrics Journal, Economics Letters, Oxford Bulletin of Economics and Statistics, Asia Pacific Financial Markets)

Christian Conrad (University of Heidelberg): 2002-2006; University of Mannheim (second supervisor); "GARCH models with long memory and nonparametric specifications" CConradThesis

(Joint published papers: Japan and the World Economy, Studies in Nonlinear Dynamics and Econometrics, Economics Letters(2), Journal of Empirical Finance, Econometric Theory; Other papers: Journal of Money Credit and Banking, Journal of Financial Econometrics, Journal of Econometrics)

 Aris Kartsaklas (Brunel University, London), Prev: Lecturer: Queen Mary University of London): 2004-2008; University of York; “Long memory, structural breaks and the volatility-volume relationship"  AKartsaklasThesis08.pdf

(Joint published papers: Journal of Empirical Finance, Asia-Pacific Financial Markets)

Ning Zeng (College of Economics, Jinan University, China): 2005-2009; Brunel University; "The usefulness of econometric models with stochastic volatility and long memory: applications for macroeconomic and financial time seriesNZengThesis.pdf

(Joint published papers: Economics Letters (2), Journal of Empirical Finance)

Bin Tan [South Western University of Finance and Economics (SWUFE), ChengDu, China], 2006-2010; Brunel University; "Growth, financial development, market liquidity and risk"  BinTanThesis10.pdf

(Joint published papers: Journal of Banking and Finance)

I am currently supervise four PhD students:

Stavroula Yfanti: 2007-pres; Brunel University.

Jihui Zhang: 2008-pres; Brunel University.

Hayan Omran 2011-pres; Brunel University

Stavros Dafnos: 2011-pres; Brunel University

Ph.D. Examination:

(Details are available upon request)

Singh Chadha (supervisor Stephen Satchell), Birkbeck College, University of London, 2011
Ahmad Saleh (supervisor Nauro Campos) Brunel University, London [Internal (I)], 2010
Emmanuil Noikokyris (supervisor Georgios Chortareas), University of Essex, UK, 2010
Zijian Yang (supervisor Sheri Markose), University of Essex, UK, 2010
Hyunchul Lee (supervisor Jerry Coakley), University of Essex, UK, 2010
John Beirne (supervisor John Hunter), Brunel University, London (I) 2009
Christina Verra (supervisor George Kapetanios), Queen Mary, University of London, 2009
Jian Dollery (supervisor Jerry Coakley), University of Essex, UK, 2008
by Silvia Lui (supervisor: George Kapetanios), Queen Mary, University of London, 2007
Muslimin Anwar (supervisor: Chris Martin), Brunel University, London (I), 2007
Vikentia Provizionatou (supervisor: Sheri Markoze), University of Essex, UK, 2007
Edmund Spungin (supervisor: Elias Tzavalis), Queen Mary, University of London, UK, 2007
Christian Conrad (supervisors: E. Mammen, M. Karanasos), University of Mannheim, 2006
Anders Erikson (supervisor Rolf Larsson), Uppsala University, Sweden, 2005
Soyeon Lee (supervisor: James Davidson), Cardiff University, UK, 2005
Benjamin Warner (supervisor: Professor Peter N. Smith), University of York, UK (I), 2003
Steve Lawford (supervisor: Professor Karim Abadir), University of York, UK (I), 2001