Università degli Studi di Firenze
Faculty Member, Dipartimento di Statistica "G.Parenti"
Professor of Econometrics
School of Economics
Thesis Title: Data Uncertainty and Prediction in Nonlinear Econometric Models - Ph.D. In Economics Univ. of Pennsylvania 1989
Roberto S. Mariano
Lawrence R. Klein
Peter Pauly
About
Insegno econometria finanziaria e microeconometria alla Facoltà di Economia a Firenze. Sono anche part-time faculty alla New York University, Study Abroad Program a Villa La Pietra. I miei interessi di ricerca sono principalmente rivolti alla modellistica delle serie storiche finanziarie, in particolare Multiplicative Error Models. Il mio CV (in inglese) e' disponibile qui accanto.
I teach financial econometrics at the School of Economics in Florence. I am also part-time Faculty at the New York University Study Abroad Program at Villa La Pietra. My research interests are in financial time series modeling - in particular Multiplicative Error Models. My full CV is here to the left. I have a Doppelgänger whom my students named 'Rocco' who is a Jack of all trades (and master of none) and at times he pushes me away from my research, coming back with bruises or scars.
Contact Information
Dipartimento di Statistica 'G.Parenti'
Università di Firenze
Viale GB Morgagni, 59
50134 Firenze
+390554237273
Skype: compton_gallo
