Research Area
Active Research fields
TIME SERIES ECONOMETRICS
FREQUENCY DOMAIN ANALYSIS
WAVELET ANALYSIS
SPATIAL ECONOMETRICS
Research projects of the last 5 years
Implied Volatility and higher order moments: new measures and indexes of financial connectedness”, Principal Investigator: Prof. Silvia Muzzioli, University of Modena and Reggio Emilia
Collaborations
Silvia Muzzioli, University of Modena and Reggio Emilia.
D.S.G. Pollock, University of Leicester