Welcome to the homepage of ...
 |
Patrick Gagliardini Assistant Professor of Econometrics University of Lugano and Swiss Finance Institute Junior Chair
|
My scientific interests are in the area of econometrics, with special emphasis on financial econometrics.
My current research focuses on:
- recent developments in Generalized Method of Moments (GMM) estimation and derivative pricing
- Tikhonov regularization for nonparametric estimation with instrumental variables
- panel factor models for default correlation analysis