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Dr Dudley Gilder

Finance Group

Mr Dudley Gilder

I joined Aston Business School as a Lecturer in Finance in September 2010. Prior to this I was a PhD student at Lancaster University. My thesis investigated the application of high-frequency data in the identification of jumps in stock prices and in improving forecasts of the covariance matrix.

Position: Lecturer
Phone: 0121 204 3358
Email: d.gilder@aston.ac.uk
Room: ABS423

  • MSc in Finance, Lancaster University, 2006
  • BSc in Biology and Finance, Keele University, 2005

In the academic year 2010-2011 I am responsible for the following modules:

  • BFM206 – Business Finance
  • BFM114 – Quantitative Methods for Finance

My research interests are:

  • Financial econometrics
  • Jumps in financial time series
  • Volatility and Covariance forecasting
  • Option-implied risk-neutral distributions
  • Gilder, D., Shackleton, M. B., and Taylor, S. J. (2013) “Cojumps in Stock Prices: Empirical Evidence”, forthcoming in Journal of Banking and Finance. DOI: 10.1016/j.jbankfin.2013.04.025

Employable Graduates; Exploitable Research