Gabriele Mingoli

Title

Postdoc

Primary affiliation

Gabriele Mingoli CV

Areas of expertise

  • Time series analysis
  • Financial Econometrics
  • Non-causal Models
  • Factor Models
  • Score Driven Models

Contact information

Telephone number
Email address

Profile

I am a postdoc at the Department of Economics and Business Economics funded jointly by the Center for Research in Energy: Economics and Markets (CoRE) and Associate Professor Leopoldo Catania. 

Research

My research focuses on time series econometrics, with a focus on developing models for processes that experience extreme events, as for example financial bubbles. My research interests include observation driven filters, factor models and mixed causal non-causal models.

Selected publications

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