Dr Marco Avarucci

  • Lecturer in Economics (Economics)

telephone: 0141 330 2721
email: Marco.Avarucci@glasgow.ac.uk

Adam Smith Business School, 2 Discovery Place, Glasgow, Room 520, G11 6EY

Import to contacts

Biography

Marco joined the Department in January 2013. Previously he was Postdoctoral researcher at Maastricht University and at LUISS in Rome.  He holds a PhD in Econometrics and Empirical Economics from Tor Vergata University of Rome.

Research interests

Long memory processes

Nonstationarity and Cointegration

Volatility

Factor Models

 

Publications

List by: Type | Date

Grants

MiUR - PRIN 2006 Optimization and control methods for the public debt management: static and dynamic models. Project coordinator: Prof. Fausto Gozzi.

Supervision

Marco will be happy to consider PhD projects involving theoretical and applied econometrics.

  • Wang, Buchun
    A mix asset pricing model of stocks based on LSTM

Teaching

Master (MSc): 

  • Basic Econometrics (ECON 5002)
  • Modelling and Forecasting Financial Markets (ECON 5022)

MRes:

  • Research Methods and Research Design (ECON 5082) - Mathematical Statistic Module

Dr Marco Avarucci, Lecturer in Economics