About Me

I am an Associate Professor in the Department of Economics and Business at the Universitat Pompeu Fabra since 2017. I received my B.S. degree in Economics and Quantitative Methods in 2003 and Ph.D. degree in Statistics in 2007 from Università di Firenze. I was a Post-Doc Research Fellow at NYU Stern until 2011. Over the years I studied, visited and researched at the University of Reading, Monash University, UCSD and EUI.

My research interests include: Time Series, Forecasting, Network Analysis, Statistical Computing, Empirical Finance.



Department of Economics and Business, Universitat Pompeu Fabra, Ramon Trias Fargas 25-27, Office 20-2E10, 08005, Barcelona, Spain

Current Research

  • Detecting Granular Time Series in Large Panels
    with Geert Mesters
  • Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression
    with Ben Chabot, Eric Ghysels and Christopher Kurz
  • On the Consequences of Power-Law Behavior in Partial Correlation Network Models
    with Matteo Barigozzi and Gabor Lugosi
  • A Truncated Two-Scales Realized Volatility Estimator
    with Eulalia Nualart and Yucheng Sun
  • Community Detection in Partial Correlation Network Models
    with Gudmundur Stefan Gudmundsson and Gabor Lugosi
  • NETS: Network Estimation for Time Series
    with Matteo Barigozzi
  • Hierarchical GARCH


Other Stuff


I am big fan of Linux and I like to code. Over the years I have developed a number of packages (in particular in R). Most of the code I develop can be found on my github page


While doing a post-doc at NYU I developed the vlab for on-line real time measurement and forecasting of financial volatility and correlations

Conference and Workshop Organization

Together with my colleagues at the Barcelona GSE I typically organize at least one workshop a year on themes in the neighborhood of econometrics and statistics within the Barcelona Summer Forum

Fun Stuff

I play the bass in the band The Bad Axes