f a u s t o g a l l i

w e l c o m e

I am a post doc researcher at the Institute of Finance (IFin) of the University of Lugano.

I am currently on leave as an invited professor at the Alberta Business School, Edmonton AB, Canada.

Here's a link to my page on the UAlberta website.

My interests are financial econometrics and applied statistics.
In this page you will find information about myself, my research and about the courses I am involved in.

c o n t a c t

To contact me, you might want to choose between:

Snail mail
2-43 Business Building, University of Alberta, T6G 2R6.

Telephone
+1 780 492 8843

Electronic mail
Send me a quick mail. You simply have to click on the envelope:

Skype
My nickname is (suprise surprise) "faustogalli".

r e s u m e

Here you can download a pdf copy of my curriculum vitae.
English and Italian versions available.

s u m m e r

w i n t e r

w h e r e a m I

My office on the UAlberta campus.

If you are an angel from Berlin, this is what it looks from the heavens.
If you are a missile, this what you'll see in last second of your career.
If you are a normal person, you might want to click on the picture.

a r t i c l e s

My research interests are in the fields of financial econometrics and applied statistics. Here you can download my recent works.

The moments of Log-ACD models (with L. Bauwens and P. Giot), CORE DP 2003/11. Forthcoming on Quantitative and Qualitative Analysis in Social Sciences, 2008-1.

A nonparametric ACD model (with A. Cosma), CORE DP 2006/67.

How vulnerable is India to climatic stress? Measuring vulnerability to drought using the Security Diagram concept (with L. Acosta and al). Forthcoming in Die Erde 137, 3, 2006.

Efficient importance sampling for ML estimation of SCD models (with L. Bauwens), CORE DP 2007/53, forthcoming on Computational Statistics and Data Analysis.