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Teaching

University of Macau

  • Statistics II — second-year undergraduate course.
  • Econometrics Analysis II — postgraduate course.
  • Advanced Methods in Econometrics — PhD course.

Previously

University of Nottingham — Economic Data Analysis (postgraduate); Time Series Econometrics (postgraduate).

City, University of London — Financial Econometrics; Numerical Methods in Finance with MATLAB; Financial Risk Management (all postgraduate).

PhD advising

I supervise doctoral work in time series and financial econometrics, with a particular interest in bubble detection and monitoring, volatility modelling with high-frequency data, and inference under nonstationary volatility. Prospective students are welcome to get in touch.