Nome Gorgi Paolo

Ciclo Ordinamento:

29

Cycle:

XXIX

Qualification

Dottore di ricerca

At the

Department of Statistical Sciences University of Padua

Research Fellows:

no

Contacts (room / phone):

Studio 130 - Telefono: 049 827 4174

Email:

p.gorgi@vu.nl

Years of study:

2014 - 2017

Supervisor:

S.J. Koopman (Vrije Univ. Amsterdam, NL) and Luisa Bisaglia

Education:

January 2014 - Today: Ph.D. Student in Statistical Sciences, University of Padova, Department of Statistical Sciences.

,

September 2011 - September 2013: Master Degree in Statistical Sciences, University of Padova, Department of Statistical Sciences.

,

September 2008 - July 2011: Bachelor Degree in Statistics, Economy and Finance, University of Padova, Department of Statistical Sciences.

Thesis:

Master thesis: Estimation and forecasting INAR(1) models with Binomial and Negative Binomial error distributions. Supervisor: prof. Luisa Bisaglia. Final Mark: 110/110 cum laude.

,

Bachelor thesis: From CAPM to Conditional CAPM: an empirical study on Italian equities. Supervisor: prof. Massimiliano Caporin. Final Mark: 110/110 cum laude.

PhD Thesis Title:

On Observation-Driven Time Series Modeling

Home page link:

https://www.pgorgi.com/

Current Position:

Assistant Professor, VU Universisty, Amsterdam, NL

allegato:
4061