PhD Supervision

“York” students koaladance


(1) Jinki Kim (Current Position: Gangwon Development Research Institute MOU):

1999-2003; University of York;

Some applications of non-linear time series models in financial data“.

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

(2) Christian Conrad (Current Position, ProfessorUniversity of Heidelberg):

2002-2006; University of Mannheim (second supervisor);

Prof. Dr. Christian Conrad - Universität Heidelberg

GARCH models with long memory and nonparametric specifications”    CConradThesis06.pdf

Previous Appointment: Post-Doc, ETH-Zürich


(Joint  published papers: Japan and the World Economy, Studies in Nonlinear Dynamics and Econometrics, Economics Letters(2), Journal of Empirical Finance, Econometric Theory, Journal of Time Series Analysis, Scottish Journal of Political Economy;

Other papers: Journal of Money Credit and Banking, Journal of Financial Econometrics, Journal of Econometrics)


(3) Aris Kartsaklas (Current Position, Senior LecturerBrunel University, London):

2004-2008; University of York;

Dr Aris Kartsaklas | Introduction | Brunel University London

Long memory, structural breaks and the volatility-volume relationship” AKartsaklasThesis08.pdf

Previous Appointment: Lecturer: Queen Mary University of London

(Joint published papers: Journal of Empirical Finance (2), Asia-Pacific Financial Markets, Journal of Financial Management, International Journal of Finance and Economics)




(15 PhD students)










When a good quality thesis has been completed, it looks like a blooming flower:















“Brunel” Students, 2009-2013 koaladance

(4) Ning Zeng (Current Position, Associate ProfessorMacau University of Science and Technology): 

2005-2009; Brunel University;

Ning ZENG | Professor (Associate) | PhD | Macau University of Science and  Technology, Macau | MUST | School of Business | Research profile

The usefulness of econometric models with stochastic volatility and long memory: applications for macroeconomic and financial time series”    NZengThesis09.pdf

Previous Appointment: College of Economics, Jinan University, China

(Joint published papers: Economics Letters (2), Journal of Empirical Finance, 1 chapter in a book)

(5) Bin Tan, 2006-2010; Brunel University London


Growth, financial development, market liquidity and risk”  BTanThesis10.pdf

Previous Appointments:

Associate Professor, Southwest Jiaotong University

South Western University of Finance and Economics (SWUFE),Chen Du, China

(Joint published papers: Journal of Banking and Finance, Journal of Development Studies)

(6) Jihui Zhang: 2008-2013; Brunel University London

Jihui Zhang

Financial development, political instability and growth: Evidence for Brazil since 1870“, JZhangThesis13.pdf


“Brunel” students, 2014-2015 koaladance

(7) Stavroula Yfanti (Current Position, Senior Lecturer: QMUL, Business School;

Previous Positions, Lecturer: Loughborough University, Business School; Lancaster University, Business School; National Bank of Greece , Research Division),

2008-2014 (part time); Brunel University London

Stavroula Yfanti - Research Portal | Lancaster University

Non-linear time series models with applications to financial data“: SYfantiThesis14.pdf

(Joint published papers: European Journal of Operational Research, Journal of Empirical Finance(2), Journal of International Financial Markets Institutions and Money, International Review of Financial Analysis, Journal of the Operational Research Society , International Journal of Finance and Economics (3), European Journal of Finance, Annals of Operations Research (3), 2 chapters in books)

(8) Panagiotis Koutroumpis (Current Position, Lecturer: University of Sussex;

Previous Position: Visiting Lecturer, Queen Mary University of London)

2012-2015; Brunel University London

Dr. Panagiotis Koutroumpis | Queen Mary University London | London, UK

Research on Futures-Commodities, Macroeconomic volatility and Financial  Development“: PKoutroumpisThesis15.pdf

(Joint published papers: Geoforum, Journal of Empirical Finance, Journal of Institutional Economics, Annals of Operations Research, Open Economies Review, Economics of Transition and Institutional Change, 2 chapters in books)

(9) Zannis Margaronis (Current Position: RZ Corporation Ltd, UK)

2011-2015 (part-time); Brunel University London


The significance of mapping data sets when considering commodities time series and their use in algorithmically-traded portfolios“: ZMargaronisThesis15.pdf

(Joint published papers: International Review of Financial Analysis, 1 chapter in a book)










Here is Panagiotis during the first month of his PhD study:










“Brunel” students, 2016-2020 koaladance

(10) Hayan Omran: (Current Position, Lecturer: Damascus University)

2010-2016; Brunel University London


Examining the relationship between trading volume, market return volatility and U.S. aggregate mutual fund flow

(11)   Maher Alliwa: (Current Position, Lecturer: Tishreen University, Syria),

2011-2016; Brunel University London


Modelling inflation, output growth and their uncertainties

(12)    Stavros Dafnos: (Current Position: Ministry of Education, Greece),

2011-2017 (part-time); Brunel University London

Stavros Dafnos

Previous Appointment: Lecturer, University of Hertfordshire

Five applied theoretic and time series econometric essays with applications to Accounting and Economics


(Joint published papers: 1 chapter in a book)

(13) Souhaila Al Hesso: (Current position, Teaching Fellow: Royal Holloway University of London)

Previous Appointment: Teaching Position, Queen Mary University of London

2016-2020; Brunel University

Souhaila Al Hesso

Non-linear panels in Economics and Finance



The birth of a PhD thesis is very laborious and might take up to four years (or even more)



(14) Jiaying Wu (Current Position, Visiting Teacher: QMUL)

2019-2023; Brunel University London

jiaying wu

Corrected GARCH-DCC-MIDAS models in Economics and Finance“, JWuthesis23.pdf

(Joint published papers: Annals of Operations Research, 1 chapter in a book)

I am currently supervise 1 PhD student:

(15) Ekaterina Glebkina: (Current Position, Visiting teacher: QMUL)

2019-present (part-time); Brunel University London


(Joint published Papers: Annals of Operations Research, Open Economies Review)