Welcome to my personal homepage. I am a postdoctoral researcher at the KOF Swiss Economic Institute at the ETH Zürich.

My research interests cover high-dimensional factor models, shrinkage estimation, high-dimensional covariance matrix estimation and structural factor-augmented VAR models. Furthermore, I work on prediction models and methods for portfolio analysis.

Curriculum Vitae

Contact

Address

ETH Zürich
KOF Swiss Economic Institute

LEE G 107
Leonhardstrasse 21
8092 Zurich, Switzerland

Email: daniele@kof.ethz.ch

Phone: +41 44 632 25 53