Diego Lubian

foto,  May 25, 2018
Position
Full Professor
Academic sector
SECS-P/05 - ECONOMETRICS
Research sector (ERC)
SH1_6 - Econometrics; operations research

Office
Santa Marta,  Floor 1,  Room 24
Telephone
045 8028419
Fax
045 8028529
E-mail
diego|lubian*univr|it <== Replace | with . and * with @ to have the right email address.

Office Hours

Wednesday, Hours 10:00 AM - 12:00 PM,   Santa Marta, floor 1, room 24

Curriculum

Professor of Econometrics at the University of Verona since 2004. Head of the Graduate School of Economics of the University of Verona, 2006-2012. His research interests are in the field of econometrics, with particular attention to time series analysis.

Modules

Modules running in the period selected: 64.
Click on the module to see the timetable and course details.

Course Name Total credits Online Teacher credits Modules offered by this teacher
Master’s degree in Banking and Finance Financial econometrics (2018/2019)   9  eLearning
Bachelor's degree in Economics and Commerce (Verona) Introductory econometrics (2018/2019)   6  eLearning
Master’s degree in Banking and Finance Financial econometrics (2017/2018)   9  eLearning
Bachelor's degree in Economics and Commerce (Verona) Introductory econometrics (2017/2018)   6  eLearning
Master’s degree in Banking and Finance Programming Matlab (3 cfu) (2017/2018)   3  eLearning  
Master’s degree in Banking and Finance Programming SAS (3 CFU) (2017/2018)   3  eLearning  
Master’s degree in Banking and Finance Programming Stata (3 cfu) (2017/2018)   3  eLearning  
Master’s degree in Banking and Finance Financial econometrics (2016/2017)   9  eLearning
Bachelor's degree in Economics and Commerce (Verona) Introductory econometrics (2016/2017)   6  eLearning (lezione)
(esercitazione)
Master’s degree in Banking and Finance Financial econometrics (2015/2016)   9  eLearning
Bachelor's degree in Economics and Commerce (Verona) Introductory econometrics (2015/2016)   6  eLearning (lezione)
(esercitazione)
Master’s degree in Banking and Finance Programming Matlab (3 cfu) (2015/2016)   3  eLearning
Master’s degree in Banking and Finance Programming SAS (3 CFU) (2015/2016)   3  eLearning
Master’s degree in Banking and Finance Programming Stata (3 cfu) (2015/2016)   3  eLearning
Master’s degree in Banking and Finance Financial econometrics (2014/2015)   9  eLearning
Bachelor's degree in Economics and Commerce (Verona) Introductory econometrics (2014/2015)   6  eLearning (Lezione)
(Esercitazione)
Master’s degree in Banking and Finance Financial econometrics (2013/2014)   9  eLearning
Bachelor's degree in Economics and Commerce (Verona) Introductory econometrics (2013/2014)   6  eLearning
Bachelor's degree in Economics and Commerce (Vicenza) Introductory econometrics (2013/2014)   6  eLearning
Master’s degree in Banking and Finance Financial econometrics (2012/2013)   9  eLearning
Bachelor's degree in Economics and Commerce (Verona) Introductory econometrics (2012/2013)   6  eLearning
Bachelor's degree in Economics and Commerce (Vicenza) Introductory econometrics (2012/2013)   6  eLearning
Master’s degree in Banking and Finance Financial econometrics (2011/2012)   9  eLearning
Bachelor's degree in Economics and Commerce (Verona) Introductory econometrics (2011/2012)   6  eLearning
Bachelor's degree in Economics and Commerce (Vicenza) Introductory econometrics (2011/2012)   6  eLearning
Master’s degree in Economics Econometrics (2010/2011)   9  eLearning
Master’s degree in Banking and Finance Financial econometrics (2010/2011)   9  eLearning
Master’s degree in Banking and Finance Introductory course to the use of the software of mathematical calculation MATLAB (2010/2011)   2   
Master’s degree in Banking and Finance Introductory course to the use of the statistic-economic sofware STATA (2010/2011)   2   
Master’s degree in Banking and Finance Financial econometrics (2009/2010)   9  eLearning (1 - lezione)
Master's degree in Economics and Commerce (category 64/S) (until 2008-2009) Econometrics (2008/2009)   10  eLearning 1 - lezione
2 - esercitazione
Master's degree in Quantitative Methods for Finance (until 2008-2009) Financial econometrics (2008/2009)   10  eLearning 1 - lezione
Master's degree in Economics and Commerce (category 64/S) (until 2008-2009) Econometrics (2007/2008)   10    Lezione
Esercitazione
Master's degree in Quantitative Methods for Finance (until 2008-2009) Financial econometrics (2007/2008)   10    Lezione
1
Bachelor's degree in Business Administration (category 17) (until 2008-2009) Basis of Microeconomics (2006/2007)   5    lezione
Master's degree in Quantitative Methods for Finance (until 2008-2009) Financial econometrics (2006/2007)   10    lezione
Bachelor's degree in Political Economics (cat. 28) Econometrics I (2005/2006)   4   
Bachelor's degree in Political Economics (cat. 28) Econometrics II (2005/2006)   4   
Master's degree in Quantitative Methods for Finance (until 2008-2009) Financial econometrics (2005/2006)   10    10 
Bachelor's degree in Political Economics (cat. 28) Econometrics I (2004/2005)   4   
Bachelor's degree in Political Economics (cat. 28) Econometrics II (2004/2005)   4   
Master's degree in Quantitative Methods for Finance (until 2008-2009) Financial econometrics (2004/2005)   10    10 
Masters in Applied Economics (cat. 64/S) Applied Econometrics (2003/2004)   4   
Bachelor's degree in Political Economics (cat. 28) Econometrics I (2003/2004)   4     
Masters in Company Economics and Legislation (cat. 84/S) Econometrics I (2003/2004)   4   
Bachelor's degree in Political Economics (cat. 28) Econometrics II (2003/2004)   4     
Bachelor in Business Studies (old system) Econometrics II PS (2003/2004)   0     
Bachelor in Business Studies (old system) Econometrics I PS (2003/2004)   0     
Specialized Degree in Quantitative Methods for Finance ( Cat. 91/S) Financial econometrics (2003/2004)   4   
Bachelor's degree in International Business Studies (category 17) (Vicenza) Political Economics (microeconomics I) (2003/2004)   4     
Masters in Applied Economics (cat. 64/S) Applied Econometrics (2002/2003)   4   
Bachelor's degree in Political Economics (cat. 28) Econometrics I (2002/2003)   4     
Bachelor's degree in Political Economics (cat. 28) Econometrics II (2002/2003)   4     
Specialized Degree in Quantitative Methods for Finance ( Cat. 91/S) Financial econometrics (2002/2003)   4   
Bachelor's degree in International Business Studies (category 17) (Vicenza) Political Economics (microeconomics I) (2002/2003)   4     
Bachelor's degree in Political Economics (cat. 28) Econometrics I (2001/2002)   4     
Bachelor's degree in Political Economics (cat. 28) Econometrics II (2001/2002)   4     
Bachelor's degree in International Business Studies (category 17) (Vicenza) Political Economics (microeconomics I) (2001/2002)   4     

Advanced teaching activities
Name Online
Metodi quantitativi per la ricerca economica (24° ciclo - PhD in Economics and Finance (last intake in 2013))
Metodi quantitativi per la ricerca economica (23° Ciclo - PhD in Economics and Finance (last intake in 2013))
Metodi quantitativi per la ricerca economica (24° ciclo - PhD in Economic History (last intake in 2013))
Metodi quantitativi per la ricerca economica (23° Ciclo - PhD in Economic History (last intake in 2013))
 
Skills
Topic Description Research area
JEL C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Models; Diffusion Processes Estimation, inference and forecasting in time series models. Applications to financial markets. Metodi quantitativi per l’economia
Mathematical and Quantitative Methods C1-C6,C8 - Single Equation Models; Single Variables
JEL C58 - Financial Econometrics Covers studies related to econometric modeling of financial markets. Analysis of econometric models with continuous time and its applications in finance. Robust estimates for volatility models of financial returns. Metodi quantitativi per l’economia
Mathematical and Quantitative Methods C1-C6,C8 - Econometric Modeling
Projects
Title Starting date
Assegno: Analisi econometrica del passaggio dall'università al mondo del lavoro 5/1/14
Assegno: Unravelling Family decision Making on Children's Curriculum 1/1/09
Stima del rendimento dell'istruzione in Italia con i quantili di regressione. 11/1/05
Efficienza delle banche 5/1/05
Stima della tecnologia produttiva con metodi parametrici e non-parametrici e determinazione dei prezzi non-lineari nelle relazioni verticali 5/1/04
Stima del rendimento dell'istruzione in Italia con i quantili di regressione 4/1/04
12/16/02
Test di stazionarietà: potenza, distribuzione sotto alternative locali, proprietà in campioni finiti 11/1/02




Chairperson

Diego Lubian
Office Collegial Body
Teaching Staff Body for the Doctorate in international research in Economics and Finance
Collegio didattico di Banca e finanza - Department Economics
Collegio didattico di Economia e commercio (Verona) - Department Economics
Scientific Commission for the University Master in Economy and Finance - Economic and Financial Research and Analysis Expert
component Consiglio dei Corsi di Laurea e Laurea Magistrale con sede a Verona
component Consiglio dei Corsi di Laurea e Laurea Magistrale con sede a Vicenza/Consiglio Didattico del Polo Scientifico Didattico di "Studi sull'Impresa"
director Economics Department Council - Department Economics
Personale Docente del Dipartimento di Scienze Economiche