About Amedeo

I am an Assistant Professor of Finance at the Université Paris Dauphine – PSL (DRM).

My research lies at the intersection of econometrics, time series, and financial econometrics.

I graduated from the University of Warwick under the supervisor of Eric Renault, Cesare Robotti, and Giovanni Ricco

Latest

• Updated Draft Causality versus Serial Correlation: an Asymmetric Portmanteau Test