Biography

I am assistant professor of econometrics at the Università di Verona. Previously, I was part of the MACFIS team at the Joint Research Centre of the European Commission.

Download my CV for an update on recent working papers.

Interests
  • Copula Functions
  • Econometrics
  • Multivariate Statistics
  • Time Series
Education

  • PhD in Economics/Applied mathemathics, 2014

    Università Ca' Foscari di Venezia/ Universiteè Paris I Pantheon Sorbonne

  • Research Master Economic and Finance IMEF, 2009

    Università Ca' Foscari di Venezia

  • BSc + Master in Physics, 2007

    Università La Sapienza di Roma

Research

Peer-reviewed journal publications and working papers

Full publication list available on Google Scholar.

Casarin, Craiu, Frattarolo, Robert (2024). Living on the Edge: An Unified Approach to Antithetic Sampling . Statistical Science.

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Barbaglia, Frattarolo, Onorante, Pericoli, Ratto, Tiozzo Pezzoli (2022). Testing Big Data in a Big Crisis: Nowcasting under COVID-19. International Journal of Forecasting.

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Billio, Guégan, Frattarolo, (2022). High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization . Symmetry.

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