ProfessorWalter Distaso
Professor of Financial Econometrics
Department of Finance - Business School
Orcid identifier0000-0002-4122-0160 (opens in a new tab)
- Professor of Financial EconometricsDepartment of Finance - Business School
- 020 7594 3293 (Work)
- 3.02, 53 Prince's Gate, South Kensington Campus, United Kingdom
PROFESSIONAL ACTIVITIES
- RESEARCH STUDENT SUPERVISIONTesting multivariate normality of asset returns using high frequency data.
- RESEARCH STUDENT SUPERVISIONVariance Matrix Estimation for Portfolio Choice