Dr Dudley Gilder


Dudley Gilder

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I joined Aston Business School as a Lecturer in Finance in September 2010. Prior to this I was a PhD student at Lancaster University. My thesis investigated the application of high-frequency data in the identification of jumps in stock prices and in improving forecasts of the covariance matrix.

Research interests

  • Financial econometrics

  • Jumps in financial time series

  • Volatility and Covariance forecasting

  • Option-implied risk-neutral distributions

Teaching Activity

  • BFM206 – Business Finance

  • BFM114 – Quantitative Methods for Finance


  • MSc in Finance, Lancaster University, 2006

  • BSc in Biology and Finance, Keele University, 2005
  1. Value-at-Risk estimates

    Student thesis: Doctoral ThesisDoctor of Philosophy

  2. Quantitative easing (QE) and investing in financial asset markets

    Student thesis: Doctoral ThesisDoctor of Philosophy

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