SoFiE Financial Econometrics Summer School 2014: Patrick Gagliardini





Patrick Gagliardini is full professor of Econometrics at the Università della Svizzera Italiana (USI) in Lugano, Switzerland. He graduated in Physics at the Swiss Federal Institute of Technology (ETH) in Zurich in 1998. In 2003 he received a PhD in Economics at USI for a thesis in financial econometrics. He successively spent one year at CREST (Paris) with a post doctoral fellowship of the Swiss National Science Foundation. From 2004 to 2006 he has been assistant professor (Nachwuchsdozent) at the University of St. Gallen. Between 2008 and 2012 he held a Junior Chair of the Swiss Finance Institute (SFI). The research interests of Patrick Gagliardini are in econometrics, with special emphasis on financial econometrics. His current research focuses on large panel factor models of individual risks, systematic risk and contagion modeling, new developments of the Generalized Method of Moments (GMM) for derivative pricing and model selection, and nonparametric estimation with endogeneity. He is co-author of some recent research articles published in Econometrica, Econometric Theory, Journal of Econometrics, Review of Financial Studies, and Journal of Financial Econometrics. He is associate editor of the Econometrics Journal and Stat.


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