Leonidas Tsiaras

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Leonidas Tsiaras

Dr

 https://orcid.org/0000-0002-4154-4210

    • Aston Triangle

      B4 7ET Birmingham

      United Kingdom

    Personal profile

    Contact Details

    Phone: 0121 204 3251
    Email:  [email protected]
    Room: SW1020A

    Biography

    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

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    • 4 Oral presentation
    • 2 Participation in conference
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