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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.