Dr Marco Avarucci
- Lecturer in Economics (Economics)
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.
Long memory processes
Nonstationarity and Cointegration
MiUR - PRIN 2006 Optimization and control methods for the public debt management: static and dynamic models. Project coordinator: Prof. Fausto Gozzi.
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
- Basic Econometrics (ECON 5002)
- Modelling and Forecasting Financial Markets (ECON 5022)
- Research Methods and Research Design (ECON 5082) - Mathematical Statistic Module