frattarolo
univrit
Tenure-track assistant professor (RTDB) at the Department of Economics of University of Verona since 2023. Previously, he has been a researcher at Joint Research Center of The European Commission, in the Economy and Finance unit, and has been postdoctoral researcher at Ca' Foscari university of Venice and Goethe University ofFrankfurt . He holds a joint PhD in Applied Mathematics/Economics from Paris 1 and Ca' Foscari, a MSc in Theoretical Physics from the University of Rome La Sapienza. His research interests are in Multivariate Time Series Analisys, Non-Parametric Statistics, Financial Networks, Forecasting. He has published his research in several econometric and Statistics journals such as Statistical Science, International Journal of Forecasting, Econometrics and Statistics, Dependence Modeling.
Modules running in the period selected: 5.
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 | ||
| Bachelor's degree in Economics, Firms and International Markets | Statistics for Business Analysis (2024/2025) | 9 |
|
9 | |
| Ph.D. in Economics and Finance | Mathematical Statistics (2024/2025) | 5 |
|
2.5 | |
| Master’s degree in Economics and Data Analysis | Machine Learning for Economics (2023/2024) | 6 |
|
2 | |
| Bachelor's degree in Economics, Firms and International Markets | Statistics for Business Analysis (2023/2024) | 9 |
|
9 |
Di seguito sono elencati gli eventi e gli insegnamenti di Terza Missione collegati al docente:
| Topic | Description | Research area |
|---|---|---|
| JEL C14 - Semiparametric and Nonparametric Methods: General | Stime dei coefficienti di semimartingale con salti definite a tempi continui ma osservate a tempi discreti. |
Quantitative Methods for Economics
Econometric and Statistical Methods and Methodology: General |
| JEL C15 - Statistical Simulation Methods: General | Computer intensive estimation methods based on Monte Carlo simulations, bootstrap and indirect inference. Also includes machine learning, and development of statistical software for the analysis of economic phenomena. |
Quantitative Methods for Economics
Econometric and Statistical Methods and Methodology: General |
| 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 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 |
| Office | Collegial Body |
|---|---|
| member | Economics Department Council - Department Economics |
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