Professor at Aix-Marseille Université, previously an Associate Professor in Econometrics at Maastricht University. He is also a member of the OxMetrics development team and the main contributor of G@RCH, an OxMetrics module dedicated to the estimation and forecasting of time-series GARCH models and many of its extensions.
He has published articles in top field journals including Journal of Econometrics, Econometric Theory, Journal of Business & Economic Statistics and is associate editor of International Journal of Forecasting.
Timberlake Consultants and Lancaster University Management School (LUMS) Economics department have a longstanding partnership; combining 40+ years of industry expertise with over 50 years of academic excellence. We are delighted to build on this with our micro-credential postgraduate courses.