Dr Daniele Massacci
Lecturer in Econometrics
Qualifications: BSc (Marche), MSc (Warwick), PhD (Cantab)
Email: d.massacci@surrey.ac.uk
Phone: Work: 01483 68 6947
Room no: 13 AD 00
Office hours
On leave
RePEc web page: download papers
Further information
Biography
Daniele Massacci completed his undergraduate degree in Economics at the Universita’ Politecnica delle Marche (Italy) in 2002, and gained his MSc in Economics from the University of Warwick in 2004. He then moved to the University of Cambridge, where he completed his PhD in 2008. He joined the University of Surrey as a full-time lecturer in September 2009. He previously taught at the University of Cambridge, and was an Assistant Professor at the University of Warwick.
Research Interests
Daniele’s research interests are econometric theory, time series analysis and financial econometrics. His research focuses on estimation and inferential issues in nonlinear time series models, and on econometric modeling of financial markets.
Publications
Working Papers: SSRN Personal PageTeaching
ECO2039: Financial Economics
ECO3026: Corporate Finance and Derivatives Markets
ECOM027: Research Methods/Dissertation
Departmental Duties
Disability Representative
English Language Link Tutor