Journal of Stock & Forex Trading
Open Access

Steve Cook

Biography

Professor Steve Cook has research interests in a number of areas of theoretical and applied econometrics and is the author of over 120 fully refereed articles in a range of econometrics, economics, mathematics and statistics journals. A feature of this research is the development and analysis of alternative modified unit root and cointegration tests which has necessitated the extensive use of numerical simulation techniques and the empirical analysis of a number of national and international economic and financial time series. More recent research in the area of financial econometrics has considered the impact of conditional heteroskedasticity upon the finite-sample behaviour and distributions of test statistics commonly employed in econometrics and time series analysis. The examination of non-linear and asymmetric dynamic adjustment in economic and financial time series processes is a further continuing theme of Steve’s research activity. Steve is the recipient of the 2011 UK Outstanding Teaching Award for Economics.

Research Interest

Econometrics
Financial Econometrics
Monte Carlo Simulation