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

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 11 - Sustainable Cities and Communities

Fingerprint

Dive into the research topics where Leonidas Tsiaras is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
  • 1 Similar Profiles

Collaborations and top research areas from the last five years

Recent external collaboration on country/territory level. Dive into details by clicking on the dots or