Lorenzo Trapani is Professor of Econometrics at the University of Leicester, UK (where he is also Director of Research for the School of Economics), and at the University of Pavia, Italy, having previously been Professor of Econometrics at the University of Nottingham, UK (where, in addition, he was Director of the Sir Clive Granger Centre for Time Series Analysis) and Professor of Financial Econometrics Bayes Business School (formerly Cass), London UK (where, in addition, he was also Associate Dean for Education).
His primary research interests lie in the field of econometric theory, encompassing factor models, changepoint problems, randomized tests, and nonlinear time series. He has published around 40 papers, some of which have appeared in top journals, including the Annals of Statistics, the Journal of the American Statistical Association, Management Science, the Journal of Econometrics (where he has been a Fellow since 2021), the Journal of Business and Economic Statistics and Econometric Theory. He is Associate Editor for Econometric Reviews.

VoxEU Column
Pricing risks in bull and bear markets
-

- Financial Markets