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RESEARCH INTERESTS
Statistics and time series analysis
SOME CURRENT PROJECTS
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dynamic multiple quantiles (with Leopoldo Catania)
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tails of garch predictive densities (with Karim Abadir and Paolo Paruolo)
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optimality of score-driven models (with Paolo Gorgi and Sacha Lauria)
MAIN PUBLICATIONS
My work has been published in: Annals of Statistics, Biometrika, Journal of the American Statistical Association, Journal of the Royal Statistical Society (Series C), Journal of Econometrics, Bernoulli, Econometric Theory, Journal of Time Series Analysis, Statistics and Probability Letters, among others.
For the full list of publications, see my CV
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