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Patrick Gagliardini


He studied at the Polytechnical School in Zurich (ETHZ) where he graduated in Physics in 1998. In January 2003 he received a PhD from the Faculty of Economics of USI for a thesis in Econometrics. In 2003 he has been a visiting fellow at the Laboratoire de Finance-Assurance of CREST (Paris) with a SNSF research grant. Between 2004 and 2006 he held an assistant professor position at the Faculty of Economics of the University of St. Gallen. Since 2012 he is full professor of Econometrics at USI. His research interests focus on econometrics and financial econometrics. He has published research papers on topics such as large panel factor models, nonparametric estimation, the Generalized Method of Moments in asset pricing, time series analysis, and credit risk. He teaches courses in Introductory Econometrics (Bachelor), Financial Econometrics (Master), Econometrics (PhD) and Time Series Analysis (PhD, together with prof. Fabio Trojani).


My research interest include:
1) Econometric methods: nonparametric methods, generalized method of moments (GMM), inverse problems, nonlinear time series, latent factor models, panel data
2) Financial econometrics: credit risk, asset pricing, option pricing

Competence areas