Bando Assegno di Ricerca in Econometria

One post-doc position in Econometrics is open at the Department of Economics and Management of the University of Pavia.

Thanks to its outstanding track record and future vision, the Department has been designated as a Department of Excellence for years 2023-2027. It offers a vibrant research environment. The research position is ideally meant for newly minted or close-to-completion PhDs. The appointment is expected to start in December 2024.

The deadline is November 7th. The call for applications is at

https://pica.cineca.it/unipv/ecoazie-2024-b15/
 
The position is funded through the PRIN 2022 project “Monitoring Structural Breaks In Financial Markets” of the University of Pavia, supervisor Eduardo Rossi (ECON-05/A – Econometria).

The fellowship aims to study and develop sequential changepoint monitoring procedures that can be applied to volatilities, covolatilities, and market liquidity. The goal of monitoring is to timely detect the presence of a change point once new data becomes available. Monitoring the structural change in volatilities, covolatilities, and liquidity has important implications for the supervision policies of financial markets as well as for managers looking for the best portfolio allocations.

Length of the contract: 12 months

Gross annual salary: € 21.000

Deadline: 07-11-2024 12:00 pm