Bonaccolto Giovanni

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Cycle: 
XXVIII
Email: 
bonaccolto@stat.unipd.it
Years of study: 
2013 - 2015
Supervisor: 
Massimiliano Caporin
Education: 

January 2013 – Today Ph.D. Student in Statistics (XVIII cycle), Department of Statistical Sciences, University of Padua.

October 2009 – July 2012 Master Degree in Financial Analysis, University of Modena and Reggio Emilia. Thesis Title: "Shrinkage estimators and aggregative strategies for a better performance of financial portfolios. Quantitative analysis and new suggestions". Supervisor: Prof. S. Paterlini. Final Mark: 110/110 cum laude.

October 2005 – July 2009 Bachelor Degree in Economics and Finance, University of Palermo. Thesis Title: "Okun’s law in Sicily: an econometric analysis". Supervisor: Prof. F. Mazzola. Final Mark: 110/110 cum laude.

Research: 

Quantile Regression in Finance with focus on Risk Management and Asset Allocation.

Study visits: 

September 2014 - Today

Visiting Scholar at European Business School University, Department of Finance, Accounting and Real Estate, Chair of Financial Econometrics and Asset Allocation, Wiesbaden (Germany).

Supervisor: Prof. Sandra Paterlini.

Publications: 

Bonaccolto, G. and Caporin, M. (2014), "Modelling and Forecasting the Realized Range Conditional Quantiles", submitted.

Current Position: 
Researcher, University of Enna

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