Assistant Professor in Econometrics, Statistics and Data Science
Glad to share that the paper “Dynamic partial correlation models” I have co-authored with André Lucas (Vrije Universiteit Amsterdam and
Continue readingOur paper “Dynamic partial correlation models” on the Journal of Econometrics
Our paper “Reverse engineering the last-minute on-line pricing practices: an application to hotels“, has been published on Statistical Methods &
How can we incorporate both heterogeneity and dynamics in economic network connections? In our recently published paper in the Journal
Continue readingNew Paper: Heterogeneity and dynamics in network models
Our paper titled “A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to
On November 3, 2023, I showcased our ongoing project during the “Giornata di Studio” at Spoke 4, Università Ca’ Foscari Venezia.
Our research centers on “Quantifying the Impact of Climate Change on Extreme Events,” with a specific focus on meteorological droughts. Droughts, characterized by their nonlinear features across space and time, pose a significant challenge and remain among the least comprehended climate phenomena. Explore our groundbreaking work in unraveling the complexities of climate change effects on extreme meteorological events. … Continue readingPresentation at Spoke 4 on Quantifying the Effect of Climate Change on Extreme Events
Really happy to share that the paper “Modeling extreme events: time-varying extreme tail shape” was published on the Journal of
In celebration of Masanobu Taniguchi’s 70th birthday, this book brings together advancements in statistical inference for time series and related
Our Paper titled “A robust score-driven filter for multivariate time series” has been accepted for publication on Econometrics Review. In
Today I had the pleasure to present the paper “Dynamic Partial Correlation Models” – co-authored with Prof. André Lucas –
Continue readingPaper Presentation at the 16th International CFE Conference
On Thursday the 22nd of October 2002 I’ll be presenting a work titled Dynamic Partial Correlation Models at the VU Econometrics BrownBag Seminar.
This is a working paper that I am currently developing with professor André Lucas (you can check out the poster here, that we presented earlier this year at the 2022 NESG Conference in Groningen). … Continue readingPaper presentation @ VU Econometrics BrownBag Seminar