Francesco Audrino

Francesco Audrino

Francesco Audrino is Professor of Statistics at the University of St. Gallen, Switzerland. After graduating from the ETH Z├╝rich, he began his research activity in financial statistics as a post-doc of the Swiss national program NCCR FinRisk at the University of Lugano. His actual research focuses on the development of new models for the analysis of univariate and multivariate financial time series, with particular interest in approaches able to handle huge amounts of data. He is the author of different publications in journals like the Journal of the Royal Statistical Society Series B, the Journal of Financial Economics, the Journal of Applied Econometrics, and the Journal of Business and Economic Statistics.