Lorenzo Frattarolo

Foto Web,  October 9, 2023
Position
Temporary Assistant Professor
Academic sector
ECON-05/A - Econometrics
Research sector (ERC-2024)
SH1_8 - Econometrics, game theory, decision theory

SH1_4 - Finance; financial markets

SH1_1 - Macroeconomics; monetary economics; economic growth, labour economics

Office
Polo Santa Marta,  Floor 1,  Room 1.75
Telephone
045 8028239
E-mail
lorenzo|frattarolo*univr|it <== Replace | with . and * with @ to have the right email address.
Personal web page
https://lorenzo-frattarolo.github.io/
Curriculum
  • pdf   CV ENG   (pdf, it, 50 KB, 08/05/24)
  • pdf   CV ITA   (pdf, it, 53 KB, 08/05/24)

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

Modules running in the period selected: 5.
Click on the module to see the timetable and course details.

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 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




Lorenzo Frattarolo
Office Collegial Body
member Economics Department Council - Department Economics
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