Pedro Luiz Paolino Chaim
Pedro Luiz Paolino Chaim is Graduate in Economic Sciences in Insper – Instituto de Ensino e Pesquisa (2013), Master’s degree in Applied Economics at the FEA-RP (2016), and Doctoral degree in Economics at the FEA-RP (2019).
Areas of interest include asset pricing, volatility modeling, risk management, financial bubbles, cryptocurrencies, time series econometrics, long memory processes, monetary economics, DSGE models, spatial statistics. Reviewer for Revista Brasileira de Finanças, Economics Letters, Physica A, among others.
Topics of Interest
| LINE OF RESEARCH | |
|---|---|
| Econometrics | Finance |
| SUGGESTED TOPICS FOR MONOGRAPHS | |
|---|---|
| Volatility Modeling | |
| Time Series | |
Additional Information
Research project: Long memory in stochastic volatility models.
Subjects Taught
To access the courses taught by the Professor during the semester, consult the Planejamento e Acompanhamento de Atividades Docentes (PAAD) and click on the Professor’s name.
Websites and Social Networks
: Larissa Dalla Corte Euzebio
