PhD Supervision
“York” students 
(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 papers: Journal of Empirical Finance, Econometrics Journal, Economics Letters, Oxford Bulletin of Economics and Statistics, Asia Pacific Financial Markets)
(2) Christian Conrad (Current Position, Professor: University of Heidelberg):
2002-2006; University of Mannheim (second supervisor);
“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 Lecturer: Brunel University, London):
2004-2008; University of York;
“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)
(4) Ning Zeng (Current Position, Associate Professor: Macau University of Science and Technology):
2005-2009; Brunel University;
“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
“Financial development, political instability and growth: Evidence for Brazil since 1870“, JZhangThesis13.pdf
“Brunel” students, 2014-2015 
(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
“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), Journal of Commodity Markets, 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
“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:
(12) Stavros Dafnos: (Current Position: Ministry of Education, Greece),
2011-2017 (part-time); Brunel University London
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)
(14) Jiaying Wu: (Current Position, Visiting Teacher: QMUL)
2019-2023; Brunel University London
“Corrected GARCH-DCC-MIDAS models in Economics and Finance“, JWuthesis23.pdf
(Joint published papers: Annals of Operations Research, Journal of Commodity Markets, 1 chapter in a book)