Sergio Pastorello is Professor of Econometrics at the University of Bologna. His research interests are in the field of financial econometrics and machine learning, in particular in the statistical analysis of option pricing and term structure models. He also works on the econometrics analysis of household portfolios.
He has published in refereed journals, including the Journal of Econometrics, the Journal of Business Economics & Statistics and the Journal of Applied Econometrics.

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