Thèse de doctorat : Università della Svizzera italiana, 2021 ; 2021ECO007.
I use empirical methods to forecast U.S. repeat-sales house price indices, to analyze Swiss long-run default rates and to investigate the role of country and industry effects on the downside risk of stock index returns.
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Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO011.
These last decades have witnessed an explosion of data collection and diffusion in all fields of human society. In many scientific fields researchers are becoming aware of a big data problem and of the need to manage it properly, combining the tools offered by statistics, computer, data science and informatics. This is particularly true for geo-located data, which can be collected in a...
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Thèse de doctorat : Università della Svizzera italiana, 2016 ; 2016ECO002.
My thesis considers new latent factor models, and their estimation methodologies, suitable for settings relatively unexplored in the econometric literature as (i) a nonlinear model for the joint dynamics of a large cross-sectional distribution of asset returns, and the persistence of the ranks of the individuals inside it; (ii) approximate linear latent factor models for large panels of...
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Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020COM004.
Sustainability Indicators (SIs) are rising. They reach importance in all communications and decisions towards sustainability (Baue, 2019; Hák et al., 2016; Lyytimäki, 2019; UN DESA, 2019; UNRISD, 2019), especially in corporate communications and corporate reporting (GRI, 2019; Knebel & Seele, 2015). With the revised General Procurement Agreement (GPA) from the World Trade Organization (WTO)...
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