Foto del docente

Alessandra Luati

Professoressa ordinaria

Dipartimento di Scienze Statistiche "Paolo Fortunati"

Settore scientifico disciplinare: SECS-S/01 STATISTICA

Didattica

Ultime tesi seguite dal docente

Tesi di Laurea

  • Time Series Analysis of COVID-19 data

Tesi di Laurea Magistrale

  • A cointegration based analysis on the S&P500 stock index: relation between pairs trading and time series modeling
  • Application of the Joint-VaR An Empirical Analysis on Financial and Non-Financial Companies
  • State space models with Uniform shocks: an introduction
  • The Application of Student-t GAS Model to European Stock Returns with Heavy Tails
  • The Dynamic Multiple Quantile Model: An application on Cryptocurrencies’ time series

Tesi di Dottorato

  • Essays on discrete valued time series models
  • Frequency domain analysis of stationary time series
  • On Optimality of Score Driven Models