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

  • Forecasting the Variance and the Trend of the Apple Stock
  • The dynamics of resting state fMRI considering age

Tesi di Laurea Magistrale

  • Application of the Joint-VaR An Empirical Analysis on Financial and Non-Financial Companies
  • Conditional Information matrix of Beta-t-EGARCH model
  • Joint Estimation of the Value at Risk and the Expected Shortfall with a Risk Parity portfolio strategy.
  • The Dynamic Multiple Quantile Model: An application on Cryptocurrencies’ time series
  • The Joint-VaR for systemic risk measurement - an empirical analysis
  • The Volatility Behaviour of the Green Bond Market