BANDI Federico, PhD

Affiliate Professor

Speciality : Finance
Expertise : Time Series Econometrics, Continuous-time Asset Pricing, and Market Microstructure

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : federico.bandi@edhec-risk.com

Main academic publications

Econometrica (2017), Journal of Financial Economics (2002 ; 2006 ; 2016), Journal of Econometrics (2007 ; 2008 ; 2011), Econometric Reviews (2008), Review of Economic Studies (2008), Journal of Business and Economic Statistics (2006)

Documents to download

Pdf
CV BANDI Federico...
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Publications edhec

Econometrica, Volume85, Issue6, November 2017, Pages 1793-1846
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Journal of Financial Economics, Volume 119, Issue 1, January 2016, pp107-146.
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Econometric Theory, Volume 30, Issue 1, February 2014, pp127-149.
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Journal of Business & Economic Statistics, Volume 31, Issue 3, 2013, pp331-345.
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