Dr Sam Astill
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Email
sastill@essex.ac.uk -
Telephone
+44 (0) 1206 872881
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Location
EBS.3.8, Colchester Campus
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Academic support hours
You can find details of Academic Support hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911
Profile
Qualifications
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PhD(Nottingham)
Research and professional activities
Research interests
Time Series Econometrics
Financial Econometrics.
Theoretical Econometrics
Teaching and supervision
Current teaching responsibilities
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Quantitative Methods and Finance (BE303)
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Financial Time Series: Methods and Applications (BE372)
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Research Methods in Financial Econometrics (BE990)
Previous supervision
Degree subject: Finance
Degree type: Doctor of Philosophy
Awarded date: 24/2/2025
Degree subject: Finance
Degree type: Doctor of Philosophy
Awarded date: 3/7/2023
Degree subject: Finance
Degree type: Doctor of Philosophy
Awarded date: 8/7/2020
Publications
Journal articles (10)
Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2024). . Journal of Business and Economic Statistics. 42 (2), 499-515
Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2024). . Journal of Applied Econometrics. 40 (1), 37-56
Astill, S., Taylor, AMR., Kellard, N. and Korkos, I., (2023). . Journal of Empirical Finance. 70, 342-366
Astill, S., Harvey, DI., Leybourne, SJ., Taylor, AMR. and Zu, Y., (2023). . Journal of Financial Econometrics. 21 (1), 187-227
Astill, S. and Taylor, AMR., (2018). . The Econometrics Journal. 21 (3), 277-297
Astill, S., Harvey, D., Leybourne, S., Sollis, R. and Taylor, AMR., (2018). . Journal of Time Series Analysis. 39 (6), 863-891
Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2017). . Econometric Reviews. 36 (6-9), 651-666
Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2015). . Oxford Bulletin of Economics and Statistics. 77 (6), 780-799
Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2014). . Journal of Empirical Finance. 29 (C), 168-185
Astill, S., Harvey, DI. and Taylor, AMR., (2013). . Journal of Time Series Analysis. 34 (4), 454-465
Reports and Papers (4)
Astill, S., Harvey, D., Leybourne, S. and Taylor, R., Tests for an end-of-sample bubble in financial time series
Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2024).
Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2022).
Astill, S. and Taylor, AMR., (2018).
Contact
Academic support hours:
You can find details of Academic Support hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911
