Giampiero Gallo
Adjunct Professor, Master of Arts in Global Risk program at Johns Hopkins School of Advanced International Studies
Biography
Johns Hopkins School of Advanced International Studies
Expertise
Topics
- Economics
- Statistics
Languages
- Italian
Background and Education
Professor of Econometrics, Scuola di Economia e Management, Università di Firenze, Italy. Part-time Professor, New York University–La Pietra Program, Florence (Italy) (since 1997); Economic Adviser to the Prime Minister, Italian Government, (since Sep. 2014); President of the Italian Econometric Association (SIDE) (2014-2015). Ph.D. in Economics, University of Pennsylvania, Philadelphia.
Publications:
Numerous articles in refereed papers and books including: "Forecasting Realized Volatility with Changing Average Volatility Levels," (with E. Otranto) in International Journal of Forecasting (2015); "Disentangling systemic and idiosyncratic volatility for large panels of assets. A seminonparametric Vector MEM, " (with Matteo Barigozzi, Christian T. Brownlees, and David Veredas), in Journal of Econometrics (2014); "Semiparametric Vector MEM, " (with Fabrizio Cipollini and Robert F. Engle) in Journal of Applied Econometrics (2013); "Volatility swings in the US financial markets, " (with E. Otranto) in Complex Models and Computational Methods in Statistics ed. M.Grigoletto, F.Lisi and S.Petrone (2013).
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