Giuseppe Buccheri

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Picture, September 22, 2021
Position
Associate Professor
Academic sector
ECON-05/A - Econometrics
Research sector (ERC-2024)
SH1_8 - Econometrics, game theory, decision theory

SH1_4 - Finance; financial markets

Office
Polo Santa Marta,  Floor 1,  Room 1.70
Telephone
045 8028525
E-mail
giuseppe|buccheri*univr|it <== Replace | with . and * with @ to have the right email address.
Personal web page
https://sites.google.com/view/giuseppe-buccheri/home

Office Hours

Office hours could be either in presence or via Zoom. Please send an email to schedule an appointment.

Curriculum

Associate Professor of Econometrics (13/ECON-05) in the Department of Economics at the University of Verona since 2024. Previously, he was senior assistant professor (RTDB) in the same departiment, and junior assistant professor (RTDA) in the Department of Economics and Finance of University of Rome Tor Vergata. He holds a PhD in Financial Mathematics from Scuola Normale Superiore, a MSc in Finance from Bocconi University and a MSc in Theoretical Physics from the University of Catania. His research interests are in Financial Econometrics, Market Microstructure, Nonlinear Filtering and Financial Economics. He has published his research in several econometric and finance journals such as Journal of Financial Econometrics, Journal of Econometrics, Journal of Business & Economic Statistics, International Journal of Forecasting, Quantitative Finance.

Modules

Modules running in the period selected: 12.
Click on the module to see the timetable and course details.

Course Name Total credits Online Teacher credits Modules offered by this teacher
Ph.D. in Economics and Finance Financial Time Series (2025/2026)   5    2.5 
Master’s degree in Banking and Finance Financial econometrics (2024/2025)   9  eLearning 4 
Ph.D. in Economics and Finance Financial Time Series (2024/2025)   5  eLearning 5 
Master’s degree in Economics and Data Analysis Quantitative methods for business and economics (2024/2025)   12  eLearning 6  DATA MANAGEMENT FOR BUSINESS AND ECONOMICS
Master’s degree in Economics and Data Analysis Time series and forecasting (2024/2025)   9  eLearning 9 
Ph.D. in Economics and Finance Financial Time Series (2023/2024)   5  eLearning 2.5 
Master’s degree in Economics and Data Analysis Quantitative methods for business and economics (2023/2024)   12  eLearning 6  DATA MANAGEMENT FOR BUSINESS AND ECONOMICS
Master’s degree in Economics and Data Analysis Time series and forecasting (2023/2024)   9  eLearning 9 
Master’s degree in Economics and Data Analysis Quantitative methods for business and economics (2022/2023)   12  eLearning 6  DATA MANAGEMENT FOR BUSINESS AND ECONOMICS
Master’s degree in Economics and Data Analysis Time series and forecasting (2022/2023)   9  eLearning 9 
Master’s degree in Economics and Data Analysis Quantitative methods for business and economics (2021/2022)   12  eLearning 6  DATA MANAGEMENT FOR BUSINESS AND ECONOMICS
Master’s degree in Economics and Data Analysis Time series and forecasting (2021/2022)   9  eLearning 9 

Di seguito sono elencati gli eventi e gli insegnamenti di Terza Missione collegati al docente:

  • Eventi di Terza Missione: eventi di Public Engagement e Formazione Continua.
  • Insegnamenti di Terza Missione: insegnamenti che fanno parte di Corsi di Studio come Corsi di formazione continua, Corsi di perfezionamento e aggiornamento professionale, Corsi di perfezionamento, Master e Scuole di specializzazione.
Research interests
Topic Description Research area
JEL C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Models;Diffusion Processes;State Space Models Robust estimation of model coefficients applied to financial and energy data odered by time. Analysis and prediction of prices collected on financial and electricity markets. Quantitative Methods for Economics
Multiple or Simultaneous Equation Models; Multiple Variables
JEL C52 - Model Evaluation, Validation, and Selection Quantitative Methods for Economics
Econometric Modeling
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. Quantitative Methods for Economics
Econometric Modeling
JEL G11 - Portfolio Choice; Investment Decisions This reseach field studies optimal investment and consumption using financial assets and insurance policies. Both methodological (modelling and calibration) and practical (impact on short and long term behavior) aspects are investigated. Quantitative Finance
General Financial Markets


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