Team

Massimiliano Caporin

Massimiliano Caporin is Full Professor at the Department of Statistical Sciences of the University of Padova. He obtained a PhD in Quantitative Economics from the University Ca' Foscari Venice. His research interests include the modeling of volatility for applications in risk management and asset allocation, the dynamic modeling of financial and energy-related variables, the measurement of systemic risk and, more recently, the analysis of realized variables measured from high frequency data. His works appeared in leading journals including the Journal of Econometrics, the Journal of Financial Economics, Review of Finance, the Journal of Financial Econometrics and Energy Economics.

Davide Pirino

Davide Pirino is Full Professor at the "Department of Economics and Finance" of the University of Rome "Tor Vergata". He graduated in Physics from the University of Pisa, where he also obtained a PhD in Physics. He has conducted research periods at the London Business School and Johns Hopkins University. In the past, he has worked on systemic risk and prediction models for volatility and bid-ask spread. His research has recently focused on continuous-time financial econometrics with particular attention to market microstructure and its frictions.

Roberto Renò

Roberto Renò is Professor at the IDS Department (Information Systems, Decision Sciences and Statistics) at ESSEC Business School. He was Visiting Professor at the Carey Business School at the Johns Hopkins University of Baltimore; Senior Fellow at Collegio Carlo Alberto, Turin; Fernand Braudel Fellow at the European University Institute in Florence; Professor at the University of Verona; Associate and Assistant Professor of Quantitative Finance at the University of Siena. Visiting Professor at LUISS, Rome and IMT, Lucca. He holds a PhD in Financial Mathematics at Scuola Normale Superiore in Pisa, and a Degree in Physics at the University of Pisa. His research focuses on various aspects of econometrics and finance, with specific contributions in asset pricing, high frequency financial econometrics, nonparametric statistics. He published research papers on leading finance, economics, econometrics, mathematics and physics journals.