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Home | News | New Candidate Fellow: Pierluigi Vallarino
News | December 12, 2023

New Candidate Fellow: Pierluigi Vallarino

Pierluigi Vallarino is a postdoctoral researcher at the Econometric Institute of Erasmus School of Economics, Erasmus University Rotterdam. 

New Candidate Fellow: Pierluigi Vallarino

Vallarino earned his Master of Science in Financial Mathematics at ETH Zurich, Switzerland and a PhD in Econometrics at Aarhus University, Denmark.

His research focuses on financial econometrics, time series econometrics and quantitative finance. In particular, Vallarino is interested in: Non-linear time series models; Time-varying parameters models; Quantitative asset and risk management and Option pricing.