Dr Efthimios Nikolakopoulos
-
Email
e.nikolakopoulos@essex.ac.uk -
Location
EBS.3.42, Colchester Campus
-
Academic support hours
Tuesdays 16:00-17:00 and Wednesdays 15:00-16:00. Please email me to arrange a meeting at these times.
Profile
Qualifications
-
PhD in Finance, McMaster University,
-
MSc in Mathematical Modelling, National Technical University of Athens,
-
BSc in Banking and Financial Management, University of Piraeus,
Appointments
University of Essex
-
Lecturer, University of Essex (3/10/2022 - present)
-
Postgraduate Taught (PGT) Programme Director, Finance MSc programmes, Essex Business School, University of Essex (12/1/2026 - present)
Research and professional activities
Research interests
Financial Econometrics
Financial Forecasting
Empirical Finance
Bayesian Econometrics
Machine Learning
Conferences and presentations
Bayesian nonparametric modeling of stochastic volatility
15th RCEA Bayesian Econometrics Workshop, 10/6/2025
Bayesian semiparametric multivariate realized GARCH
14th RCEA Bayesian Econometrics Workshop, 22/5/2024
Bayesian semiparametric multivariate realized GARCH
Finance and Business Analytics Conference, 10/6/2023
Bayesian semiparametric multivariate realized GARCH
1st China Forum of Bayesian Econometrics (online), 2/12/2022
Is stochastic volatility Gaussian? A Bayesian semiparametric analysis
13th RCEA Bayesian Econometrics Workshop, 22/6/2019
Teaching and supervision
Current teaching responsibilities
-
Financial Modelling (BE314)
-
Risk Management (BE361)
-
Big Data in Finance (BE367)
-
Risk Management and Financial Institutions (BE631)
-
Finance Research Project (BE937)
-
Career Management and Professional Development (BE917)
-
Dissertation (BE982)
-
Dissertation in Finance (BE989)
Publications
Journal articles (3)
Nikolakopoulos, E., (2025). Bayesian semiparametric multivariate realized GARCH modeling. Journal of Forecasting. 44 (7), 2106-2131
Nikolakopoulos, E., (2025). Bayesian nonparametric modeling of stochastic volatility. Quantitative Finance. 25 (6), 857-872
Maheu, JM. and Nikolakopoulos, E., (2025). Modelling ex post variance jumps: implications for density and tail risk forecasting. Quantitative Finance. 26 (2), 161-183
Contact
Academic support hours:
Tuesdays 16:00-17:00 and Wednesdays 15:00-16:00. Please email me to arrange a meeting at these times.