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Luca De Angelis

Assistant professor

Department of Economics

Academic discipline: SECS-P/05 Econometrics


Keywords: cointegration time series analysis risk measurement financial econometrics climate change econometrics and green finance latent variable models

Time series econometrics (non-stationarity, co-integration, non-linearity, structural breaks, regime-switching)

Financial econometrics (volatility, risk measurement, contagion)

Climate change econometrics and green finance

Dynamic latent variable models

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