Research output per year
Research output per year
Dr
Phone: 0121 204 3251
Email: [email protected]
Room: SW1020A
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.
BFM102 – Valuation of Investments
BFM115 – Financial Econometrics
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
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Preprint or Working paper › Working paper
Research output: Preprint or Working paper › Working paper
Tsiaras, L. (Speaker)
Activity: Talk or presentation types › Oral presentation
Tsiaras, L. (Speaker)
Activity: Talk or presentation types › Oral presentation
Tsiaras, L. (Speaker)
Activity: Talk or presentation types › Oral presentation
Tsiaras, L. (Speaker)
Activity: Talk or presentation types › Oral presentation
Tsiaras, L. (Speaker)
Activity: Participating in or organising an event types › Participation in conference