Research Workshops
Instructor: Dr. Laura Lasio, JRC
Dates: 8th and 9th May 2025
Venue: Department of Economics, University of Genova, PhD Rooms
The objective of the course is to introduce the students to the structural econometric methods
used in empirical industrial organization, with a focus on demand estimation.
Title: Machine Learning and Explainability
Instructor: Damiano Verda, damiano.verda@rulex.ai
Credit points (CFU): 1
Lectures: 10 hours
Chapter Readings, Exercises, Literary Review and Final Project: 20 hours
Lectures Period: May 2025
Title: FINANCIAL ECONOMETRICS: MODELLING VOLATILITY AND CORRELATION
PROF THEODORE PANAGIOTIDIS
15-16 January 2025.
COURSE OUTLINE
This course will cover models for volatility, historical volatility, implied volatility models, autoregressive volatility, ARCH models, GARCH models, TGARCH models, EGARCH models, tests for asymmetries in volatility, GARCH in mean, volatility forecasting, stochastic volatility, multivariate GARCH models, BEKK, DCC, extension to the basic multivariate GARCH model.
June 6 2024
Ugo Colombino & Nizamul Islam,
Lost Jobs and Optimal Tax-Transfer Reforms.
Module Convenors:
Prof. Pietro Terna (Unito) e Dr. Eleonora Priori (Sant'Anna, Pisa)
Lectures on 7 February 2024
7.2A 11-13