Refereeing:

Applied Financial Economics (1), Bulletin of Economic Research (4),

Computational Statistics and Data Analysis (1),

Communications in Statistics-Simulation and Computation (1),

Contemporary Economic Policy (1), Econometric Theory (6),

Econometric Reviews (1), Econometrics Journal (2), Economica (1),  Economic Journal (4),

Economic Modelling (4), Empirica (1), Empirical Economics (1), Japan and the World Economy (1),

Journal of Applied Econometrics (3), Journal of Applied Statistics (1), Journal of Econometrics (2),

Journal of Economics and Statistics (1), Journal of Empirical Finance (3),

Journal of Financial Econometrics (2), Journal of Time Series Analysis (4), International Finance (1),

Macroeconomic Dynamics (2), Managerial and Decision Economics(1),

Oxford Bulletin of Economics and Statistics (2), Scottish Journal of Political Economy (3),

South Eastern Europe Journal of Economics (1), Studies in Nonlinear Dynamics and Econometrics (3).

PhD Supervision:

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

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

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

Ning Zeng: 2005-2009; Brunel University; "The usefulness of econometric models with stochastic volatility and long memory: applications for macroeconomic and financial time series"  NZengThesis.pdf

I am currently supervise three PhD students:

Bin Tan: 2006-pres; Brunel University.

Stavroula Yfanti: 2007-pres; Brunel University.

Jihui Zhang: 2008-pres; Brunel University.

Teaching:

During my employment at the University of York, I taught in the following degrees:
MSc in Economic and Finance; MSc in Finance and Econometrics; the `softer'
MSc in Project Analysis, Finance, and Investment (PAFI);
BSc in Economics and Finance. In particular, I taught the following modules
(graduate and undergraduate levels):

Corporate Finance; Macro and Financial Econometrics;
Financial Management and Financial Economics; Business Finance.

During my employment at the University of Newcastle I taught in the MSc in
International Economics and Finance the following modules:

Financial Theory and Corporate Policy; Applied Time Series Modelling and Forecasting;
Research Methods in International Economics and Finance.

During my employment at the University of Brunel I am teaching in the MSc in
Financial Economics the following modules:

Modelling Financial Decisions and Markets

Financial Engineering