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Professor Valentina Corradi

Phone: +44 (0) 24 7652 8414
Fax: + 44 (0) 24 7652 3032
Room: S1.112
Office hours: Monday 3.30pm-5.30pm
 
Research Interests

Econometric Theory, Financial Econometrics, Time Series: Predictive evaluation, Realized measures and Jumps, Data driven procedure for bandwidth selection, Moment inequalities, Factor Models, Conditional CAPM.

 

 

 
Teaching

EC976: Econometrics (MSc in Economics and Finance)

EC902: Econometrics A (MSc in Economics)

EC9A3: Advance Econometric Theory

 

 

Departmental Responsibilities

PhD Job Market Placement Joint Co-Ordinator