| Topic | People | Description |
|---|---|---|
| JEL C51 - Model Construction and Estimation |
Cecilia Mancini
|
|
| JEL C52 - Model Evaluation, Validation, and Selection |
Giuseppe Buccheri
Cecilia Mancini |
Covers studies about issues related to the evaluation and choice of the relevant model, given alternative models. |
| JEL C58 - Financial Econometrics |
Giuseppe Buccheri
Lorenzo Frattarolo Diego Lubian Cecilia Mancini Roberto Reno' |
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. |
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