carloscesartruciosmaza

PhD candidate in Statistics at University of Campinas - UNICAMP, Brazil.
I’m scholarship from São Paulo Research Foundation (FAPESP), my advisor is Professor Luiz Koodi Hotta from University of Campinas and my co-advisor is Professor Esther Ruiz from University Carlos III de Madrid. From March to July of 2014 I visited the University Carlos III de Madrid working under supervision of Esther Ruiz.

My research interest: Financial time series, econometrics, statistical computing, bootstrap, forecast densities, volatility models, applications of the multivariate analysis.

Interest in programming with R, Ox, and Rcpp.