Econometric Modeling

People with expertise in this area
Research interests

Diego Lubian: Full Professor
Cecilia Mancini: Full Professor

Roberto Renò: Full Professor

Research interests
Topic	People	Description
JEL C51 - Model Construction and Estimation	Cecilia Mancini	Modellizzazione dei (possibili) salti nei prezzi di titoli finanziari, osservati in modo discreto.
JEL C52 - Model Evaluation, Validation, and Selection	Cecilia Mancini	Stima, diagnostica e selezione di modelli per i salti nelle traiettorie dei prezzi di titoli finanziari, date osservazioni discrete.
JEL C58 - Financial Econometrics	Diego Lubian Cecilia Mancini Roberto Renò	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.