Dr Marco Avarucci
- Lecturer in Economics (Economics)
telephone:
0141 330 2721
email:
Marco.Avarucci@glasgow.ac.uk
655A ASBS South, Main Building, University Avenue, G12 8QQ
Biography
Marco joined the Department in January 2013. Previously he was Postdoctoral researcher at Maastricht University and at LUISS in Rome. He holds a PhD in Econometrics and Empirical Economics from Tor Vergata University of Rome.
Research interests
Long memory processes
Nonstationarity and Cointegration
Volatility
Factor Models
Grants
MiUR - PRIN 2006 Optimization and control methods for the public debt management: static and dynamic models. Project coordinator: Prof. Fausto Gozzi.
Supervision
Marco will be happy to consider PhD projects involving theoretical and applied econometrics.
- Wang, Buchun
A mix asset pricing model of stocks based on LSTM
Teaching
Master (MSc):
- Basic Econometrics (ECON 5002)
- Modelling and Forecasting Financial Markets (ECON 5022)
MRes:
- Research Methods and Research Design (ECON 5082) - Mathematical Statistic Module