Research Fields: Financial Econometrics, Dynamic Dependence Modelling, Nonlinear Dependence, HMM, HSMM, Dynamic Score Models, Multivariate Risk Measures, Model Comparison, Dynamic Model Averaging, Forcasting.
Supervisor: Tommaso Proietti
Phone: +44 87165536
E-mail: leopoldo.catania@econ.au.dk
See the new webpage here!