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 |
---|---|---|
Periodo generico | Oct 1, 2022 | May 31, 2023 |
Primo semestre (lauree magistrali) | Oct 3, 2022 | Dec 23, 2022 |
Secondo semestre (lauree magistrali) | Feb 20, 2023 | May 19, 2023 |
Session | From | To |
---|---|---|
Sessione invernale (lauree magistrali) | Jan 9, 2023 | Feb 17, 2023 |
Sessione estiva (lauree magistrali) | May 22, 2023 | Jul 7, 2023 |
Sessione autunnale (lauree magistrali) | Aug 28, 2023 | Sep 22, 2023 |
Session | From | To |
---|---|---|
Sessione autunnale | Dec 5, 2022 | Dec 7, 2022 |
Sessione invernale | Apr 4, 2023 | Apr 6, 2023 |
Sessione estiva | Sep 5, 2023 | Sep 7, 2023 |
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.
Academic staff
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 |
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Modules | Credits | TAF | SSD |
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1° Year
Modules | Credits | TAF | SSD |
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2° Year activated in the A.Y. 2023/2024
Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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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 statistics (2023/2024)
Teaching code
4S00489
Teacher
Coordinatore
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/03 - ECONOMIC STATISTICS
Period
Primo semestre (lauree magistrali) dal Oct 2, 2023 al Dec 22, 2023.
Courses Single
Authorized
Learning objectives
The goal of the course is to introduce students to the modern econometric and time series tools for analyzing and modeling financial returns and volatility. The course provides students with theoretical and practical knowledge of the statistical and computational skills needed for the identification, estimation and test of stochastic processes used by the financial operators to manage risk and develop investment strategies. At the end of the course, students will be able to critically compare the price dynamic of different assets and to estimate the parameters of the stochastic processes that captures the main stylized facts observed in the financial markets.
Prerequisites and basic notions
The teaching requires a good knowledge of the fundamental concepts of probability calculus and statistical inference theory.
Program
1. Risk Measurement and Validation of Statistical Models
• Risk Measurement
• Cross-validation and backtesting
• Statistical Aspects of Risk Measures
2. Returns Analysis
• Unconditional Distribution of Returns
• Autocorrelation Functions
• Correlograms
3. Statistical Models for the Mean
• iid Stochastic Processes
• AR, MA, ARMA Models
4. Statistical Models for Variance
• ARCH Processes
• GARCH Processes
5. Developments in Mean-Variance Theory
6. Introduction to Extreme Values Theory and Copula
Bibliography
Didactic methods
Traditional in-classroom lectures conducted with the support of teaching materials provided to students by the professor, along with examples and exercises carried out using R.
Learning assessment procedures
The assessment of learning is conducted through a written exam. The exam is structured as follows:
- 10 short, multiple-choice, or calculated questions
- 4 open-ended questions/exercises
Questions may cover theoretical or methodological aspects, require exercise solutions, or call for discussion, commentary, and analysis of applied problems based on the knowledge acquired during the course.
With the exception of supplementary materials, all topics presented in class by the instructor, sections of the recommended textbooks in the bibliography relevant to the course syllabus, and supplementary materials explicitly included in the course schedule are integral parts of the learning assessment.
If inconsistencies arise in the answers provided in the written exam, or if it is not possible to provide an overall evaluation of the exam, the professor reserves the right to summon individual candidates for an additional oral exam.
The oral exam may cover any topic from the course syllabus and may result in a final evaluation equal to, higher, or lower than that obtained in the written exam, potentially altering the outcome in relation to the passing grade.
Evaluation criteria
The written exam, as well as the oral exam, aim to assess the candidate's knowledge of the topics outlined in the course syllabus, mastery of technical language, and clarity in presentation. They also evaluate the candidate's ability to independently apply the statistical methods learned during the course and approach the statistical analysis of business phenomena, providing a correct interpretation of the results.
Criteria for the composition of the final grade
Voto in trentesimi.
Exam language
Italiano
Type D and Type F activities
SOFT SKILLS
Find out more about the Soft Skills courses for Univr students provided by the University's Teaching and Learning Centre: https://talc.univr.it/it/competenze-trasversali
CONTAMINATION LAB
The Contamination Lab Verona (CLab Verona) is an experiential course with modules on innovation and enterprise culture that offers the opportunity to work in teams with students from all areas to solve challenges set by companies and organisations.
Upon completion of a CLab, students will be entitled to receive 6 CFU (D- or F-type credits).
Find out more: https://www.univr.it/clabverona
PLEASE NOTE: In order to be admitted to any teaching activities, including those of your choice, you must be enrolled in the academic year in which the activities in question are offered. Students who are about to graduate in the December and April sessions are therefore advised NOT to undertake extracurricular activities in the new academic year in which they are not enrolled, as these graduation sessions are valid for students enrolled in the previous academic year. Therefore, students who undertake an activity in an academic year in which they are not enrolled will not be granted CFU credits.
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | Ciclo tematico di conferenze: “Conflitti. Riconoscere, prevenire, gestire” - 2022/2023 | D |
Riccardo Stacchezzini
(Coordinatore)
|
1° 2° | Securitisation transactions - Focus on securitisations of OF NPL / NPE /UTP | D |
Michele De Mari
(Coordinatore)
|
1° 2° | The Fashion Lab - 2022/23 | D |
Caterina Fratea
(Coordinatore)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | Economic Thinking and Thesis Writing | D |
Marco Minozzo
(Coordinatore)
|
1° 2° | Data Analysis Laboratory with R (Verona) | D |
Marco Minozzo
(Coordinatore)
|
1° 2° | Data Visualization Laboratory | D |
Marco Minozzo
(Coordinatore)
|
1° 2° | Python Laboratory | D |
Marco Minozzo
(Coordinatore)
|
1° 2° | Data Science Laboratory with SAP | D |
Marco Minozzo
(Coordinatore)
|
1° 2° | Advanced Excel Laboratory (Verona) | D |
Marco Minozzo
(Coordinatore)
|
1° 2° | Excel Laboratory (Verona) | D |
Marco Minozzo
(Coordinatore)
|
1° 2° | Laboratory on research methods for business | D |
Cristina Florio
(Coordinatore)
|
1° 2° | Laboratory on research methods for business | D |
Cristina Florio
(Coordinatore)
|
1° 2° | Piano di marketing 2022/23 | D |
Fabio Cassia
(Coordinatore)
|
1° 2° | Programming in Mathlab | D |
Marco Minozzo
(Coordinatore)
|
1° 2° | Programming in SAS | D |
Marco Minozzo
(Coordinatore)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | Business & predictive analytics for International Firms (with Excel Applications) - 2022/23 | D |
Angelo Zago
(Coordinatore)
|
1° 2° | Elements of Financial Risk Management - 2022/23 | D |
Claudio Zoli
(Coordinatore)
|
1° 2° | Soft skills training for economics - 2022/23 | D |
Claudio Zoli
(Coordinatore)
|
1° 2° | Topics in applied economics and finance - 2022/23 | D |
Claudio Zoli
(Coordinatore)
|
1° 2° | Experience 3 Days as a Manager | D |
Riccardo Stacchezzini
(Coordinatore)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | The Chartered Accountant as a business consultant | D |
Riccardo Stacchezzini
(Coordinatore)
|
1° 2° | Integrated Financial Planning 2022/2023 | D |
Riccardo Stacchezzini
(Coordinatore)
|
1° 2° | Introduction to Java programming | D |
Alessandro Gnoatto
(Coordinatore)
|
1° 2° | Professional Communication for Economics 2022/2023 | D |
Claudio Zoli
(Coordinatore)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | Project "B-EDUCATION: ideas that count" - 1 cfu | D |
Roberto Bottiglia
(Coordinatore)
|
1° 2° | Project "B-EDUCATION: ideas that count" - 2 cfu | D |
Roberto Bottiglia
(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: 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 |