People
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Giacomo SCANDOLO (ccordinatore)
Professore Associato (DISEI)
Research interests: measures of financial risk: theoretical and statistical aspects, assessment of forecasting accuracy; applications to risks in energy markets; model risk management
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Giacomo TOSCANO
nonparametric estimation and modeling of stochastic volatility models, high-frequency financial econometrics, volatility forecasting via machine learning methods, climate risk estimation.
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Last update
14.05.2025