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Classes I regularly teach at the Università della Svizzera italiana:
Introductory Econometrics (in Italian), 2nd year Bachelor
Financial Econometrics, 1st year Master in Finance
Econometrics, PhD
Time Series Analysis, PhD
Other courses:
Time Series Methods in Financial Econometrics, PhD, University of St. Gallen
From Financial Ratios to Credit Scores, Ratings and regulatory Capital Requirements, Master, Henley Business School, Reading University
The Econometrics of Option Pricing (joint with E. Renault, Warwick), SoFiE Summer School, Harvard University 2014, ULB Bruxelles 2015
Empirical Methods for Microeconomics with Applications to Health (joint with B. Greene, NYU)
Nonlinear Dependence, CREST-ENSAE, Paris, 2003
Large Portfolios, Concentration and Granularity Theory (joint with C. Gourieroux, Toronto and TSE), CREST-ENSAE, Paris, 2010
Advanced Econometrics, University of Lausanne, 2013
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