Title Thesis : "Essays in financial econometrics: parametric vs non-parametric volatility measures and symmetric vs asymmetric cointegration models"

Research interests: Financial econometrics, time series, numerical optimization, commodities markets, Monte Carlo methods

Graduated from: Università degli studi di Pavia

Degree in: Finanza (Classe 64/S)

Enrolment AY: 2006 (XXII cycle)

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