Dr. Marco Avarucci

Assistant Professor

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Biography

Marco joined the Department of Economics at the University of Glasgow in January 2013. He previously served as a Postdoctoral researcher at Maastricht University and LUISS in Rome. Marco holds a PhD in Econometrics and Empirical Economics from Tor Vergata University of Rome. His research interests include long memory processes, nonstationarity, cointegration, volatility, and factor models. He has been involved in various projects and has experience in theoretical and applied econometrics. Additionally, Marco is open to supervising PhD projects related to these areas, and he has a focus on asset pricing models and forecasting financial markets.

Research Interests

Courses

Basic Econometrics (ECON 5002) Modelling Forecasting Financial Markets (ECON 5022) Research Methods Research Design (ECON 5082)