Valentina Corradi obtained her PhD in Economics at the University of California, San Diego, in 1994. Since then, she has held positions at the University of Pennsylvania, Queen Mary University of London, University of Exeter, University of Warwick, and University of Surrey. Her research area is Econometrics, with focus on financial econometrics and time series econometrics. She has published papers in the Journal of the American Statistical Association, Review of Economic Studies, Journal of Econometrics, Journal of Applied Econometrics, Journal of Monetary Economics, Journal of Business Economics and Statistics. Currently, she is Associate Editor of the Journal of Econometrics and a member of the Editorial Board of the Econometrics Journal and of the Journal of Applied Econometrics.
Courses Taught
The goal of this course is to introduce students to the Econometrics of Financial Markets, with focus on properties of financial data, risk management and portfolio allocation. Both methodological and empirical aspects will be covered. At the end of the course, the student will be familiar with modelling and estimating volatility models, assessing Value at Risk of a portfolio, choosing among different asset price models, implementing trading rules. The course will prepare students for graduate school in Economics and Finance, or for a profession in the financial sector.
Prerequisites: SOCSC-UH 3220 and ECON-UH 2510 Corequisites: Recommended ECON-UH 3513
Previously taught: No
Spring 2025;
14 Weeks F 15:45 - 17:00
Taught in Abu Dhabi
Fall 2025;
14 Weeks
Taught in Abu Dhabi
Fall 2025;
14 Weeks Valentina Corradi
-
TR 14:10 - 15:25
Taught in Abu Dhabi
This course appears in...
Minors > Economics
This course focuses on the application of statistics and economic theory to problems of formulating and estimating models of economic behavior. Matrix algebra is developed as the main tool of analysis in regression. The course acquaints students with basic estimation theory and techniques in the regression framework and covers extensions such as specification error tests, heteroscedasticity, errors in variables, and simple time series models. An introduction to simultaneous equation modes and the concept of identification is also provided.
Prerequisites: ECON-UH 2020 and (MATH-UH 1021 or SOCSC-UH 1201)
Previously taught: Fall 2016, Spring 2017, Fall 2017, Spring 2018, Fall 2018, Spring 2019, Fall 2019, Spring 2020, Fall 2020, Spring 2021, Fall 2021, Spring 2022, Fall 2022, Spring 2023, Fall 2023, Spring 2024, Fall 2024
Spring 2025;
14 Weeks W 14:10 - 15:25
Taught in Abu Dhabi