Patrick Gagliardini
Professor
Department of Econometrics
Swiss Finance Institute
Switzerland
Biography
Patrick Gagliardini is Professor of Econometrics at the Università della Svizzera italiana and has been an SFI Faculty Member since 2008. He held an SFI Junior Chair from 2008 to 2012. He obtained his PhD in Econometrics from the Università della Svizzera italiana. Prof. Gagliardini’s papers have been published in the top academic journals in finance, economics, and financial econometrics.
Research Interest
Financial econometrics, with applications to credit risk and asset pricing models.
Publications
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Andreou E, Gagliardini, Ghysels E,Rubin M (2016) Is Industrial Production Still the Dominant Factor for the US Economy?,
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Gagliardini P, Ghyseks E, Rubin M (2016) Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models.
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Gagliardini P, Ossala E, Scaillet O (2016) A Diagnostic Criterion for Approximate Factor Structure.
