I am a PhD Candidate at the Department of Economics at the University of Oxford. My research focuses on studying second moments dynamics of financial and macroeconomic time series. I am particularly interested in using novel econometric and computational techniques to analyse questions regarding volatility and correlation dynamics in financial markets and to better understand the economic sources of volatility.
Additionally to my PhD, I teach at the Said Business School at the University of Oxford. I am also a researcher at the Center for Governance of Change at IE Business School.