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.

A.A. 2017/2018

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.

Academic calendar

Course calendar

The Academic Calendar sets out the degree programme lecture and exam timetables, as well as the relevant university closure dates..

Definition of lesson periods
Period From To
Primo Semestre Magistrali Oct 2, 2017 Dec 22, 2017
Secondo Semestre Magistrali Feb 26, 2018 May 25, 2018
Exam sessions
Session From To
Esami sessione invernale Magistrali Jan 8, 2018 Feb 23, 2018
Esami sessione estiva Magistrali May 28, 2018 Jul 6, 2018
Esami sessione autunnale 2018 Aug 27, 2018 Sep 14, 2018
Degree sessions
Session From To
Lauree sessione autunnale (validità a.a. 2016/17) Nov 27, 2017 Nov 28, 2017
Lauree sessione invernale (validità a.a. 2016/17) Apr 4, 2018 Apr 6, 2018
Lauree sessione estiva (validità a.a. 2017/18) Sep 10, 2018 Sep 11, 2018
Holidays
Period From To
All Saints Day Nov 1, 2017 Nov 1, 2017
Festa Immacolata Concezione Dec 8, 2017 Dec 8, 2017
attività sospese (Natale) Dec 23, 2017 Jan 7, 2018
Easter break Mar 30, 2018 Apr 3, 2018
Liberation Day Apr 25, 2018 Apr 25, 2018
attività sospese (Festa dei lavoratori) Apr 30, 2018 Apr 30, 2018
Labour Day May 1, 2018 May 1, 2018
Festa Patronale May 21, 2018 May 21, 2018
attività sospese estive Aug 6, 2018 Aug 24, 2018

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.

Exam calendar

Should you have any doubts or questions, please check the Enrolment FAQs

Academic staff

B C D F G L M N O P R S T V

Bottiglia Roberto

roberto.bottiglia@univr.it 045 802 8224

Campolmi Alessia

alessia.campolmi@univr.it 045 802 8071

Carluccio Emanuele Maria

emanuelemaria.carluccio@univr.it 045 802 8487

De Mari Michele

michele.demari@univr.it 045 802 8226

Frigo Paolo

paolo.frigo@univr.it

Gnoatto Alessandro

alessandro.gnoatto@univr.it 045 802 8537

Grossi Luigi

luigi.grossi@univr.it 045 802 8247

Lubian Diego

diego.lubian@univr.it 045 802 8419

Minozzo Marco

marco.minozzo@univr.it 045 802 8234

Noto Sergio

elefante@univr.it 045 802 8008

Oliva Immacolata

immacolata.oliva@univr.it +39 0458028768

Pichler Flavio

flavio.pichler@univr.it 045 802 8273

Renò Roberto

roberto.reno@univr.it 045 802 8526

Rutigliano Michele

michele.rutigliano@univr.it 0458028610

Scricciolo Catia

catia.scricciolo@univr.it 045 802 8341

Taschini Luca

luca.taschini@univr.it 045 802 8736

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.

CURRICULUM TIPO:
ModulesCreditsTAFSSD
6
B
(SECS-P/09)
9
B
(SECS-S/03)
Stage
6
F
-
Final exam
15
E
-

2° Year

ModulesCreditsTAFSSD
6
B
(SECS-P/09)
9
B
(SECS-S/03)
Stage
6
F
-
Final exam
15
E
-
Modules Credits TAF SSD
Between the years: 1°- 2°

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.




SPlacements in companies, public or private institutions and professional associations

Teaching code

4S00241

Teacher

Diego Lubian

Coordinatore

Diego Lubian

Credits

9

Scientific Disciplinary Sector (SSD)

SECS-P/05 - ECONOMETRICS

Language

Italian

Period

Primo Semestre Magistrali dal Oct 2, 2017 al Dec 22, 2017.

Learning outcomes

Financial econometrics is the intersection of statistical techniques and finance. Financial econometrics provides a set of tools that are useful for modeling financial data and testing beliefs about how markets work and prices are formed.

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

Texbooks:
Stock, J e M. Watson, Introduction to Econometrics, Pearson
Verbeek, M., A Guide to Modern Econometrics, Wiley

1. Stock-Watson, ch. 4, 5, 17

2.Suggested readings: F. Black, M. Jensen e M. Scholes (1972) “The Capital asset pricing model: some empirical tests”; E. Fama, J. MacBeth (1973), “Risk, return and equilibrium: empirical tests”, Journal of Political Economy.

3. Stock-Watson, ch. 6, 7, 18.1-18.6

4. M. Britten-Jones (1999), “The Sampling Error in Estimates of Mean-Variance Efficient Portfolio Weights”, Journal of Finance;
Suggested reading: E. Fama, K. French (1993) “Common risk factors in the returns of stocks and bonds”, Journal of Financial Economics.
For a general treatment of portfolio theory,see: Edwin J. Elton, Martin J. Gruber,Stephen J. Brown, William N. Goetzmann, Modern Portfolio Theory and Investment Analysis, Wiley and Sons.

5. Suggested readings: P. Jorion (1992) “Portfolio optimization in practice”, Financial Analyst Journal; F.Black e R.Litterman (1991) “Global portfolio optimization”, Financial Analyst Journal.

6. Verbeek, ch. 8 and handout.

7. Verbeek, ch. 8 and handout.

Bibliografia

Reference texts
Author Title Publishing house Year ISBN Notes
Verbeek, M. A Guide to Modern Econometrics Wiley 2000
James H. Stock, Mark W. Watson Introduzione all'econometria (Edizione 4) Pearson Education Italia 2016 978-8-891-90124-8

Examination Methods

Written exam

Type D and Type F activities

List of courses with unassigned period
years Modules TAF Teacher
An Introduction to the History of Economics and Business Economics D Sergio Noto (Coordinatore)
Introduction to dynamic optimization with economic applications D Not yet assigned
1° 2° Python Laboratory D Marco Minozzo (Coordinatore)
1° 2° Advanced Excel Laboratory (Verona) D Marco Minozzo (Coordinatore)
1° 2° Excel Laboratory (Verona) D Marco Minozzo (Coordinatore)

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.

Gestione carriere


Internships


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
Il metodo Monte Carlo per la valutazione di opzioni americane Various topics

Linguistic training CLA


Further services

I servizi e le attività di orientamento sono pensati per fornire alle future matricole gli strumenti e le informazioni che consentano loro di compiere una scelta consapevole del corso di studi universitario.