Roberto Casarin
Assistant Professor of Econometrics, Dep. of Economics, University of Brescia
Dr Roberto Casarin has been Assistant Professor of Econometrics at the University of Brescia since September 2006. His PhD in Mathematics was from University of Paris Dauphine (2007) with dissertation on “Simulation Methods for Bayesian Inference on Latent Variables Models" and his PhD in Economics was from University of Venice (2003) with a dissertation on “Simulation Methods for Nonlinear and Non-Gaussian Models in Finance". He was previously a Researcher at GRETA Ass., University of Venice, from July 1999 to August 2000.
Research interests:
Financial and Computational Econometrics; Bayesian Inference; Monte Carlo Methods; Particle Filtering Methods; Business Cycle; Mutual Funds;
Contact information:
Dept. of Economics
University of Brescia
Via San Faustino, 74/b
25122 Brescia, Italy
Email: Email contact form
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