Dr Efthimios Nikolakopoulos
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Email
e.nikolakopoulos@essex.ac.uk -
Telephone
+44 (0) 1206 876218
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Location
EBS.3.42, Colchester Campus
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Academic support hours
By appointment
Profile
Qualifications
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PhD in Finance McMaster University,
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MSc in Mathematical Modelling National Technical University of Athens,
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BSc in Banking and Financial Management University of Piraeus,
Appointments
University of Essex
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Lecturer, University of Essex (3/10/2022 - present)
Research and professional activities
Research interests
Financial Econometrics
Financial Forecasting
Empirical Finance
Conferences and presentations
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
Teaching and supervision
Current teaching responsibilities
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Quantitative Foundations of Finance (BE312)
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Risk Management (BE361)
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Big Data in Finance (BE367)
Publications
Journal articles (2)
Nikolakopoulos, E., Bayesian semiparametric multivariate realized GARCH modeling. Journal of Forecasting
Nikolakopoulos, E., Bayesian nonparametric modeling of stochastic volatility. Quantitative Finance
Contact
Academic support hours:
By appointment
