About
I am a Lecturer in Finance and FinTech at Southampton Business School, University of Southampton. I serve as Programme Director and my research spans quantitative financial modelling, cryptocurrency markets, and financial econometrics. My work focuses on forecasting in financial markets using long-memory and cointegration approaches, as well as volatility modelling and spillover/connectedness analysis in crypto markets.
Research Focus
Financial EconometricsCryptocurrency MarketsVolatility ModellingLong-Memory ProcessesCointegrationSpillover AnalysisFinTechRisk Propagation