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Mr Christis Katsouris

Mr Christis Katsouris

Research interests

  • Financial Econometrics
  • Time Series Econometrics
  • Mathematical Statistics

More research


Address: B58, West Highfield Campus, University Road, SO17 1BJ (View in Google Maps)


Christis's research interests lie in theoretical and applied econometrics. His main research focuses on aspects of estimation, inference and asymptotic theory for problems in financial econometrics, time series econometrics and mathematical statistics. These include robust estimation of large covariance matrices; testing problems under singularities and discontinuities; estimation and inference for high-dimensional models with special interest in applications to actuarial statistics, financial economics and applied macroeconometrics.

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