Robert O'Neill
Contact
Economics, School of Social Sciences
University of Manchester
3rd Floor, Arthur Lewis Building
Oxford Road
M13 9PL Manchester, UK
Email: robert.o'neill@postgrad.manchester.ac.uk
Background
In 2004 I graduated with a first class degree from the BAEcon (Accounting) programme at the University of Manchester during which I was awarded the John Grundy prize. For the subsequent two years I was employed by PriceWaterhouseCoopers in their assurance practice specialising in financial services/insurance firms.
Following the confirmation of an ESRC 1+3 award I decided to return to Manchester to undertake an MSc in Economics and Econometrics which was completed in 2007, directly following this I commenced a PhD in Economics.
In the summer of 2008 I interrupted my PhD in order to conduct housing market research for the Manchester & Salford Pathfinder, as a result of this research I was awarded the North West area runner up prize for the Social Sciences Work Experience Programme run by the ESRC and Step Enterprise.
Research Interests
My PhD research will be supervised by Prof. Denise Osborn and Dr. Ralf Becker. My primary area of interest is volatility modelling with a specific focus on the use of disaggregated information in forecasting aggregate volatility. My thesis will have three chapters two of which introduce new forecasting techniques for predicting large scale variance-covariance matrices of financial asset returns. The third focuses on determining whether aggregate or disaggregated techniques are preferable when forecasting total portfolio volatility.
A working paper based on the first chapter of my thesis is available for download.
My MSc dissertation (also supervised by Prof. Osborn) focused on seasonality, specifically day of the week effects in stock market returns and volatility.
I also tutor on Econ60611 Introduction to Econometrics and in the past have tutored on the second year courses ECON 20191 - Marketing Research, ECON 20351 - Microeconomics IIA and the third year course ECON 30352 - Business Forecasting.