Diego E. Fresoli
Ph.D. Assistant Professor
Bio
Ph.D. in Economics – Universidad Carlos III – Madrid
Research stay at the University of Pennsylvania, USA (UPENN), supervised by Prof. Francis X Diebold.
Postdoctoral position with Prof. Deistler at the Vienna University of Technology (VIT).
Teaching
Economic time series
Research Interests
Multivariate time series. Econometrics. Bootstrap and forecasting
Selected publications
Gertel, H., R. Giuliodori, V. Herrero and D. Fresoli , (2007). “Incidencia de la gestión sobre el rendimiento escolar en la escuela Argentina. El mensaje de las pruebas internacionales y nacionales”, Anales de la AEEP, online: http://www.aaep.org.ar/anales/works/works2007/fresoli.pdf
Fresoli, D., E. Ruiz and L. Pascual, (2015). “Bootstrap multi-step forecasts of non-Gaussian VAR models”, International Journal of Forecasting, 31(3), 834–848.
Fresoli, D. and E. Ruiz, (2016). “The uncertainty of conditional returns, volatilities and correlations in DCC models”, Computational Statistics & Data Analysis, 100(C), 170–185.
