Econometria finanziaria

The course begins by focusing on stochastic frontier models – parametric models implemented in Stata using the frontier and xtfrontier commands for cross section and panel data respectively. Participants are also introduced to the user-written commands sfkk (Karakaplan, 2017), sfcross and sfpanel (Belotti et al., 2013)… further details

Dynamic panel data analysis has become increasingly popular in a wide range of fields, due to its ability to take into account both: i) short and long term effects and; ii) unobserved heterogeneity between economic agents in the estimation of the parameter estimates… further details

The growth in financial instruments during the last decade has resulted in a significant development of econometric methods (financial econometrics) applied to financial data. The objective of our Factor Models & Risk Management Tools course is to provide participants with a comprehensive overview of the principal methodologies, both theoretical and applied, adopted for risk analysis and risk management… further details

The modelling and forecasting of energy prices and volatility has become of utmost importance in the current turbulent times. The statistical features of energy data, which tends to follow periodic patterns and exhibit spikes, non-constant means and non-constant variances, renders the task of forecasting energy prices somewhat challenging… further details

The growth in financial instruments during the last decade has resulted in a significant development of econometric methods (financial econometrics) applied to financial data. The objective of our Modelling Volatility and Contagion in Finance course is to provide participants with a comprehensive overview of the principal methodologies, both theoretical and applied, adopted for the analysis of risk in financial markets… further details

The growth in financial instruments during the last decade has resulted in a significant development of econometric methods (fi nancial econometrics) applied to fi nancial data. The objective of our Multivariate Garch Models for Risk Management course is to provide participants with a comprehensive overview of the principal methodologies, both theoretical and applied, adopted for the analysis of risk in financial markets… further details

Time Series data is today available for a wide range of several phenomena in Business, Finance, Economics, Public Health, the Political and Social Sciences. The aim of our Times Series Modelling and Forecasting Course is therefore to provide researchers and professionals with the standard tool kit required for the analysis of time series data in Stata… further details