Tassos Magdalinos

Research Interests

Time series and Financial Econometrics

Robust inference in systems of cointegrating and predictive regressions

Boundaries between stationary and non stationary processes

Explosive processes and financial bubbles

Long memory processes

Predictability of stock returns

Contact Details

Room 3121, Economics

University of Southampton

Southampton SO17 1BJ, UK

Telephone: +442380593175

Email: A.Magdalinos@soton.ac.uk