Department of Economics and Decision Sciences
College of Business and Technology
Western Illinois University
Macomb, IL 61455
M.B.A. (finance), Ph.D. (statistics/finance), Booth School of Business, University of Chicago;
B.B.A. (marketing/statistics), M.Phil. (statistics), Chinese University of Hong Kong.
Time series methods, forecasting and applications. Current research includes long memory time series, time aggregation of non-linear process, multiple hypotheses testing and model selection, and empirical analysis of high frequency financial data.