معرفی
Federico M. Bandi is a Research Professor at the Carey Business School, Johns Hopkins University, specializing in finance and econometrics. His contributions span theoretical and applied research in financial time series analysis, market microstructure, and high-frequency data modeling.
- PhD in Economics, Yale University
- MA in Economics, Yale University
- MA in Economics, Bocconi University
His research focuses on nonparametric methods for financial data, volatility modeling, and market predictability. Recent work examines price jumps, liquidity dynamics, and scalability of financial time series models using high-frequency datasets.
Bandi has received multiple teaching awards, including the Alfred P. Sloan Dissertation Fellowship (1998), Johns Hopkins' Excellence in Teaching Awards (2020, 2016), and Chicago Booth's Hillel J. Einhorn Awards (2007, 2006) and David W. Johnson Professorships (2005–2006, 2008–2009).
He has served in editorial roles for leading journals, including Journal of Financial Econometrics (Joint Managing Editor, 2015–2019; Co-Editor, 2012–2015; Associate Editor, 2005–2012) and Econometric Theory (Associate Editor, 2005–present).
