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Adriana has been a Lecturer in Finance at the Management School since 2014 and is a member of the Centre for Applied Macro-Finance at the University of York. She holds a PhD in Economics from Aix-Marseille School of Economics. Before joining the University of York, Adriana was Lecturer in Economics at the University of Exeter (2012-2014), British Academy Postdoctoral Fellow at Imperial College London (2009-2012) and Postdoctoral Fellow at the University of Amsterdam (2008-2009).
Corporate Finance (UG)
Adriana’s main research interest is in econometrics: in particular in bootstrap, fat-tailed distributions and structural time series models. Adriana’s other research interests are in finance and macroeconomics.
Cornea-Madeira A. and R. Davidson (2014), "A Parametric Bootstrap for Heavy-Tailed Distributions", Econometric Theory (forthcoming)
The York Management School
University of York
York YO10 5GD
Telephone: +44 (0) 1904 325041