Walter DistasoView profile
Professor
Walter Distaso is a Professor of Financial Econometrics at Imperial College Business School, affiliated with the CFM-Imperial Institute of Quantitative Finance. He joined in 2006 after positions at the University of Exeter and Queen Mary, University of London, and has served as a visiting professor at the IMF. His research spans financial volatility modeling in continuous-time frameworks, long-memory macroeconomic analysis, copula-based multivariate financial time series, and market microstructure noise. He also explores interdisciplinary topics like diabetes and metabolic regulation through collaborations. Educations: PhD in Economics from the University of York Research interests include estimating financial volatility, macroeconomic determinants of stock-market volatility, and evaluating trading strategies. His recent work integrates econometric methods with health economics, addressing pandemic impacts on mental health and diabetes management. He has contributed to policy-relevant studies, such as analyzing Italy's economic growth linked to political debates, and financial misconduct around market fixes. Publications span risk management, volatility forecasting, and biomedical applications. His work balances theoretical econometric innovation with practical applications in finance and health. Awards: None explicitly mentioned. Grants/Advising: No grants listed; no student advisees documented. Labs/Teams: Affiliated with CFM-Imperial Institute but no specific lab/team details provided.








