Photo of Leonidas Tsiaras
20102020

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Personal profile

General

I joined Aston Business School as a Lecturer in Finance in June 2011. Prior to this, I was a PhD student at Aarhus School of Business, Aarhus University. During my PhD studies I also became affiliated with the Center for Research in Econometric Analysis of TimE Series (CREATES), as a Junior Fellow, and with Kellogg School of Management, Northwestern University, as a Visiting Research Scholar (March 2008 - September 2008). My PhD thesis examined how the prices of derivative contracts can be utilized in order to improve forecasts of financial return volatility and comovement, as well as forecasts of univariate and multivariate asset price probability distributions.

Research Interests

My current research interests belong mainly in the field of Financial Econometrics.

I am particularly interested in models that attempt to describe the dynamics of asset prices, especially conditional volatility and conditional dependence models, the empirical study of observed option prices and the informational efficiency of derivative markets, forecasting, the estimation of risk-premia changes, and the econometrics of high-frequency financial data.

Teaching Activity

  • BFM102 – Valuation of Investments

  • BFM115 – Financial Econometrics

Qualifications

Aarhus School of Business, Aarhus University, Denmark
- Ph.D. in Finance, August 2010

Kellogg School of Management, Northwestern University, U.S.A.
- Visiting Research Scholar, Department of  Finance,  March 2008 - September 2008

Management School, Lancaster University, U.K.
- M.Sc. in Finance, September 2005

Department of Business Administration, University of Patras, Greece
- B.Sc. in Business Administration, June 2004

Contact Details

Phone: 0121 204 3251
Email:  l.tsiaras@aston.ac.uk
Room: SW1020A

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