Francesco Audrino
Professor
Finance
Saint Gallen Hochschule fur Angewandte Wissenschaften
Switzerland
Biography
Education Diploma in Mathematics (direction Financial and Insurance Mathematics, special direction Risk Management), ETH of Zurich. Ph. D. in Statistics/Finance, ETH Zürich. Title of the Thesis: Statistical Methods for High-Multivariate Financial Time Series. Diploma di Specialista in contabililità e finanza con attestato professionale federale. Professional Career September 1997 - March 1999: Teaching Assistant in Mathematics(Analysis), ETH Zürich. April 1999 - March 2002: Head Assistant in Probability/Statistics, ETH Zürich. April 2002 - March 2004: Scientific Researcher (post-doc) in Statistics and Econometrics, Institute of Finance, University ofLugano (USI), Lugano. April 2004 - August 2009: Assistant Professor for Research, Grant of the "Foundation for Research and Development of the University of Lugano", Institute of Finance, USI, Lugano. September 2009 - December 2009: Visiting Professor, USI, Lugano. October 2006 - present: Professor of Statistics, University of St. Gallen. October/November 2013: Visiting Professor, Pontifical Catholic University (PUC), Rio de Janeiro.
Research Interest
Computational Statistics applied to Economics and Finance Financial Econometrics Volatility Estimation and Forecasting Regime-switching Models
