Saturday, 25 October 2025

QUANTITATIVE METHODS II
Chair: Dario Palumbo - Università Cà Foscari di Venezia
Room: Aula 7

#	Papers
1.	Evaluating Data-Driven Risk Estimation: A Practical Assessment of Volatility Forecasting under Stress Conditions By  Peter N. Posch Faculty of Business, Economics and Social Sciences - TU Dortmund University    Patrick Spitzer Finance - TU Dortmund University     Presented by  Patrick Spitzer Finance - TU Dortmund University
2.	The Cost Share Approach to Production Functions By  Giulio Gottardo Economics - University of Oxford     Presented by  Giulio Gottardo Economics - University of Oxford
3.	A Clusterwise Approach to Poverty analysis in European regions By  Gianmarco Borrata Università di Napoli Federico II    Simona Cafieri Communication - ISTAT     Presented by  Simona Cafieri Communication - ISTAT
4.	A simple parsimonious framework for extracting and modelling the term structure of interest rates By  Dario Palumbo Università Cà Foscari di Venezia     Presented by  Dario Palumbo Università Cà Foscari di Venezia