Sam Astillمشاهده پروفایل
مدرس ارشد
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












