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Dr Mirco RubinPhD

Lecturer in Finance

Mirco Rubin

Dr Mirco RubinPhD

Lecturer in Finance

Member of

Research interests

Mirco's research interests are at the intersection of Econometrics, Financial Economics, and Macroeconomics. He is specialized in the development of new econometric methodologies for large and mixed-frequency dataset.

In his recent papers he employs new latent factor models to i) study of comovement among financial and macroeconomic data observed at different frequencies, ii) forecast the European GDP exploiting higher frequency predictors and stochastic volatility, and iii) develop asset allocation strategies based on the expected rank, or position, of the portfolio value.

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Postal address:
The Priory Road Complex
Priory Road
Clifton
Bristol
United Kingdom