Research interests

Time series analysis Financial econometrics Predictive sports modelling
Time series forecasting Econometric methodology Sports statistics
State space models Time-varying parameter models Econometric software packages

Recent research

Past conferences

  • Cambridge-INET Conference on Score-driven and Nonlinear Time Series Models, University of Cambridge, UK, March 27-29, 2019.
  • 12th Netherlands Econometric Study Group (NESG) conference, University of Amsterdam, The Netherlands, May 25, 2018.
  • 28th (EC)^2 on Time-varying Parameter Models, VU Amsterdam, The Netherlands, December 14-15, 2017.
  • 9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016), University of Seville, Spain, December 9-11, 2016.
  • 5th Rhenish Multivariate Time Series Econometrics Meeting, University of Cologne, October 8-9, 2015.
  • Society for Financial Econometrics (SoFiE) conference, Aarhus University, 24-26 June, 2015.
  • International Conference on the Policy Implications of Systemic Risk Models and Measure, SYRTO conference in Amsterdam, 4-5 June, 2015.
  • International Association for Applied Econometrics (IAAE), Queen Mary University of London, June 26-28, 2014.
  • 8th ECB Workshop on Forecasting Techniques, Frankfurt am Main, 13-14 June, 2014.