معرفی
Aris Kartsaklas is an Honorary Senior Lecturer in the Department of Economics and Finance at Brunel University. He previously served as a Lecturer of Financial Economics at Queen Mary University of London's School of Economics and Finance. His academic qualifications include a PhD in Applied Market Microstructure from the University of York, an MSc in Banking and Finance from Loughborough University, and a BSc in Accounting and Finance from Middlesex University.
- PhD in Economics (University of York)
- MSc in Banking and Finance (Loughborough University)
- BSc in Accounting and Finance (Middlesex University)
His research focuses on financial econometrics and market microstructure, particularly modeling the joint distribution of asset returns and trading volume. He explores long-run dependencies in financial markets, structural breaks in volatility-forecasting models, and economic forecasting with dual long-memory frameworks. His work spans empirical finance, macroeconomic applications, and derivatives trading analysis.
Recent publications analyze trading behavior during crises, volatility-volume linkages in futures markets, and macroeconomic dynamics in Greece and the EMU. His methodological contributions include range-based volatility estimation and Bayesian VAR forecasting models.
Aris serves as Principal Investigator (PI) and Co-Investigator (CI) in multiple research projects, including A Bayesian VAR approach to forecasting US stock returns and Stochastic volatility estimation using range data. He teaches undergraduate Financial Accounting (Year 3) and postgraduate Financial Analysis and Quantitative Methods modules.
