About
Dr. Sam Astill is a Senior Lecturer in Finance at the Essex Business School, University of Essex. He holds a PhD from the University of Nottingham and specializes in econometric methodologies applied to financial time series analysis.
- PhD (University of Nottingham)
His research focuses on:
- Time Series Econometrics
- Financial Econometrics
- Theoretical Econometrics
Recent research includes developing Bonferroni-type tests for return predictability, CUSUM-based monitoring systems for explosive financial episodes, and robust methodologies for bubble detection. His work addresses challenges in time-varying volatility, trending predictors, and nonlinear deterministic components.
Current teaching responsibilities include:
- Quantitative Methods and Finance (BE303)
- Financial Time Series: Methods and Applications (BE372)
- Research Methods in Financial Econometrics (BE990)
Current PhD students:
- Boubacar Drame
- Yanfeng Xu
Previous PhD supervisees:
- Seth Richard James Sidney Harrison (awarded 2025)
- Nhat Minh Vuong Chu (awarded 2023)
- Ioannis Korkos (awarded 2020)
Contact: sastill@essex.ac.uk | Office: EBS.3.8, Colchester Campus
0Publications listed
