Foto del docente

Alessandra Luati

Full Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/01 Statistics


Recent dissertations supervised by the teacher.

First cycle degree programmes dissertations

  • Analysis of Financial Time Series through GARCH, IGARCH and EGARCH Models
  • Asymptotic Theory and Estimation for Linear Stochastic Processes
  • Spatio-temporal modeling and its application to econometrics data
  • Time Series Analysis of COVID-19 data

Second cycle degree programmes dissertations

  • A cointegration based analysis on the S&P500 stock index: relation between pairs trading and time series modeling
  • ESG ratings dispersion: a method that provides more effective ESG scores
  • J-VaR: a new leverage consistent risk measure
  • State space models with Uniform shocks: an introduction
  • The Application of Student-t GAS Model to European Stock Returns with Heavy Tails