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Giuseppe Cavaliere

Full Professor

Department of Economics

Academic discipline: SECS-P/05 Econometrics


Keywords: time series econometrics econometric theory financial econometrics macroeconometrics

- Time series econometrics (bootstrap methods, non stationarity, unit roots and cointegration, structural change, infinite variance)

- Financial Econometrics (volatility modeling, continuous time finance; financial time series modeling)

- Empirical macroeconomics (DSGE models, international macro, consumption)

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