معرفی
Lorenzo Frattarolo is a Tenure-track Assistant Professor at the Department of Economics of the University of Verona since 2023. His academic journey includes positions as a researcher at the Joint Research Center of The European Commission in the Economy and Finance unit, and as a postdoctoral researcher at Ca' Foscari University of Venice and Goethe University of Frankfurt.
Dr. Frattarolo holds a joint PhD in Applied Mathematics/Economics from Paris 1 and Ca' Foscari, and a MSc in Theoretical Physics from the University of Rome La Sapienza. His academic credentials reflect a strong quantitative background that informs his research approach.
His research focuses on advanced statistical and econometric methodologies with applications in finance and economics. Key areas include Multivariate Time Series Analysis, Non-Parametric Statistics, Financial Networks, and Forecasting. His work bridges theoretical statistical development with practical financial and economic applications, particularly in risk modeling and economic forecasting.
Frattarolo's publications span top journals in econometrics and statistics, demonstrating expertise in copula methods, financial network analysis, and economic forecasting techniques. His recent work has addressed timely issues including pandemic-related economic analysis, climate risk, and European financial markets.
- Econometrics
- Statistical Methods
- Financial Networks
- Time Series Analysis
- Forecasting
Within the Department of Economics at the University of Verona, Frattarolo contributes to various academic committees including the Economics Department Council and teaches courses across multiple degree programs, including Econometrics, Statistical and Econometric Analysis, and Machine Learning for Economics.
