Antonio Cosma

Antonio Cosma is a faculty member at the Department of Business Sciences, University of Bergamo. He holds a Doctorate in Economics and a Master’s in Financial Economics from Université catholique de Louvain. His research focuses on microeconometrics, financial econometrics, and semi/non-parametric statistical methods.

• Doctorate: Economics, Université catholique de Louvain
• Master’s: Financial Economics, Université catholique de Louvain

His work analyzes conditional moment restrictions, tail dependence in global markets, and wavelet-based estimation techniques. Publications appear in journals like Journal of Financial and Quantitative Analysis and Bernoulli, with a focus on computational finance and statistical modeling for economic data.

Recent articles investigate stochastic volatility in American options, stratification effects in econometric inference, and diversification risks in hedge fund markets. He teaches Elementi di Matematica and Strumenti per la Misurazione del Rischio at the University of Bergamo.