Daniele Massacci

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Research fellow

Daniele Massacci holds a PhD in Economics from the University of Cambridge. His research is in the areas of asset pricing, financial econometrics, high dimensional statistics and machine learning, portfolio management.

Email: daniele.massacci@gmail.com
Repec page: Daniele Massacci

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Daniele Massacci

CSEF working papers

Recent publications

  • Daniele Massacci and George Kapetanios, Forecasting in Factor Augmented Regressions under Structural Change,

    Forthcoming in: International Journal of Forecasting [link]