Department: Applied Economics

Center: 1FA

Institute: MATHEMATICS RESEARCH INSTITUTE (IMUVA)

Area: Quantitative Methods for Business and Economics

Research group: Dynamic Optimization, Mathematical Finance and Recursive Utility

Email: anape@uva.es

Doctor by the Universidad de Valladolid with the thesis Estimación e identificación de modelos de volatilidad estocástica con memoria larga 2000. Supervised by Dr. Esther Ruiz Ortega.