Professor Valentina Corradi
Phone: +44 (0) 24 7652 8414
Fax: + 44 (0) 24 7652 3032
Email: V.Corradi@warwick.ac.uk
Room: S1.112
Office hours: Thursday 10.30am-12.30pm
Research Interests
Econometric Theory, Financial Econometrics, Time Series: Predictive evaluation, Realized measures and Jumps, Data driven procedure for bandwidth selection, Moment inequalities, Factor Models, Conditional CAPM.
Teaching
EC976: Econometrics (MSc in Economics and Finance)
EC902: Econometrics A (MSc in Economics)
EC9A3: Advance Econometric Theory
Departmental Responsibilities
PhD Job Market Placement Joint Co-Ordinator
