Studying at the University of Verona
Here you can find information on the organisational aspects of the Programme, lecture timetables, learning activities and useful contact details for your time at the University, from enrolment to graduation.
Academic calendar
The academic calendar shows the deadlines and scheduled events that are relevant to students, teaching and technical-administrative staff of the University. Public holidays and University closures are also indicated. The academic year normally begins on 1 October each year and ends on 30 September of the following year.
Course calendar
The Academic Calendar sets out the degree programme lecture and exam timetables, as well as the relevant university closure dates..
| Period | From | To |
|---|---|---|
| primo semestre | Sep 23, 2013 | Jan 10, 2014 |
| secondo semestre | Feb 17, 2014 | May 30, 2014 |
| Session | From | To |
|---|---|---|
| Sessione Invernale Esami | Jan 13, 2014 | Feb 15, 2014 |
| Sessione Estiva esami | Jun 3, 2014 | Jul 12, 2014 |
| Sessione Autunnale Esami | Aug 25, 2014 | Sep 10, 2014 |
| Session | From | To |
|---|---|---|
| Sessione di Lauree - Novembre | Nov 7, 2013 | Nov 8, 2013 |
| Sessione di Lauree - Aprile - Verona | Apr 9, 2014 | Apr 10, 2014 |
| Sessione di Lauree - Settembre | Sep 11, 2014 | Sep 12, 2014 |
| Period | From | To |
|---|---|---|
| Vacanze Natalizie | Dec 23, 2013 | Jan 4, 2014 |
| Vacanze Estive | Aug 11, 2014 | Aug 23, 2014 |
Exam calendar
Exam dates and rounds are managed by the relevant Economics Teaching and Student Services Unit.
To view all the exam sessions available, please use the Exam dashboard on ESSE3.
If you forgot your login details or have problems logging in, please contact the relevant IT HelpDesk, or check the login details recovery web page.
Should you have any doubts or questions, please check the Enrolment FAQs
Academic staff
Berardi Andrea
andrea.berardi@univr.it
045 8425452
Centanni Silvia
silvia.centanni@univr.it
045 8425460
andrea.roventini@univr.it
Study Plan
The Study Plan includes all modules, teaching and learning activities that each student will need to undertake during their time at the University. Please select your Study Plan based on your enrolment year.
| Modules | Credits | TAF | SSD |
|---|
| Modules | Credits | TAF | SSD |
|---|
1° Year
| Modules | Credits | TAF | SSD |
|---|
2° Year activated in the A.Y. 2014/2015
| Modules | Credits | TAF | SSD |
|---|
| Modules | Credits | TAF | SSD |
|---|
Legend | Type of training activity (TTA)
TAF (Type of Educational Activity) All courses and activities are classified into different types of educational activities, indicated by a letter.
Financial econometrics (2013/2014)
Teaching code
4S00241
Teacher
Coordinatore
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-P/05 - ECONOMETRICS
Period
secondo semestre dal Feb 17, 2014 al May 30, 2014.
Location
VERONA
Learning outcomes
A course in financial econometrics
Program
1. The simple regression model: CAPM
2. The multiple regression model: multifactor models, tests of portfolio efficiency, performance analysis
3. The generalized regression model: active portfolio management (Black-Litterman)
4. Financial returns modeling: ARMA models
5. Volatility modeling: ARCH/GARCH models
| Author | Title | Publishing house | Year | ISBN | Notes |
|---|---|---|---|---|---|
| Verbeek, M. | A Guide to Modern Econometrics | Wiley | 2000 | Cap. 8 | |
| James H. Stock, Mark W. Watson | Introduzione all'econometria (Edizione 4) | Pearson Education Italia | 2016 | 978-8-891-90124-8 | Cap.1-7, 17-18.6 |
Examination Methods
Written Examination and project work
Type D and Type F activities
Modules not yet included
Career prospects
Module/Programme news
News for students
There you will find information, resources and services useful during your time at the University (Student’s exam record, your study plan on ESSE3, Distance Learning courses, university email account, office forms, administrative procedures, etc.). You can log into MyUnivr with your GIA login details: only in this way will you be able to receive notification of all the notices from your teachers and your secretariat via email and soon also via the Univr app.
Graduation
List of theses and work experience proposals
| theses proposals | Research area |
|---|---|
| Tesi di laurea magistrale - Tecniche e problemi aperti nel credit scoring | Statistics - Foundational and philosophical topics |
| Fattori ESG e valutazione d'azienda | Various topics |
| Il metodo Monte Carlo per la valutazione di opzioni americane | Various topics |
| Il Minimum Requirement for own funds and Eligible Liabilities (MREL) | Various topics |
| L'acquisto di azioni proprie | Various topics |
| Proposte Tesi A. Gnoatto | Various topics |
