Giuseppe Buccheri serves as an Associate Professor of Econometrics (13/ECON-05) in the Department of Economics at the University of Verona since 2024. Previously, he held positions as senior assistant professor (RTDB) at the same department and junior assistant professor (RTDA) at the Department of Economics and Finance of University of Rome Tor Vergata. His academic appointments include membership on the Faculty Board of PhD in Economics and Finance, Collegio didattico di Economics and Data Analysis, Research Commission, and Economics Department Council. His educational background features a PhD in Financial Mathematics from Scuola Normale Superiore, an MSc in Finance from Bocconi University, and an MSc in Theoretical Physics from the University of Catania. This interdisciplinary foundation supports his research at the intersection of financial theory, statistical methods, and economic applications. Dr. Buccheri's research focuses on advanced econometric techniques for financial markets, particularly in Financial Econometrics, Market Microstructure, Nonlinear Filtering, and Financial Economics. His work addresses critical challenges in time-series analysis, model validation, volatility estimation, and portfolio optimization. The JEL classifications of his research span C32 (Time-Series Models), C52 (Model Evaluation), C58 (Financial Econometrics), and G11 (Portfolio Choice). His recent publications demonstrate a strong trend toward developing sophisticated statistical methods for high-frequency financial data analysis, with particular emphasis on score-driven models, realized volatility/covariance estimation, and handling market microstructure effects. These contributions advance the field by addressing measurement errors, asynchronous trading, illiquidity effects, and model identification challenges in modern financial markets. As an educator, Dr. Buccheri teaches Financial Econometrics, Quantitative Methods for Business and Economics, and Time Series and Forecasting across multiple graduate programs including Master's degrees in Banking and Finance and Economics and Data Analysis, as well as PhD courses in Financial Time Series. He serves on various academic committees related to research, teaching, and PhD program governance. His research activities connect with several institutional resources including CIDE (Centro Interuniversitario di Econometria) and the broader econometric research community at the University of Verona. His work contributes significantly to the department's research profile in quantitative methods for economics and finance.





