Monica Billio

Monica Billio

Monica Billio obtained her Ph.D in applied mathematics in 1999 from University Paris IX Dapuhine, France. She has held positions of research assistant (GRETA Associates), junior consultant (Caisse Autonome de Refinancement, Paris) and consultant (GRETA Associates). Since November 2006 she was appointed Professor of Econometrics, Department of Economics, University Ca’Foscari of Venice. Her research nterests include the following: Dynamic latent factor models; Simulation based inference techniques; Volatility and risk modeling; Switching regime models; Volatility transmission and contagion; Systemic Risk; Hedge funds; Mutual fund performance; Business cycle analysis

Affiliations and Expertise

Professor of Econometrics, Department of Economics, University Ca’Foscari of Venice