Virbickaite, Audrone

Doctorado en Business Administration and Quantitative Methods, Universidad Carlos III de Madrid (2015).

Máster en Business Administration and Quantitative Methods, Universidad Carlos III de Madrid (2011).

Licenciatura en Economía, Universidad de Vilnius, Lituania (2008).

Econometría Bayesiana, análisis de series temporales, modelos dinámicos, econometría financiera, cópulas y métodos Bayesianos no paramétricos.

Virbickaite, A.; Lopes, H.F.; Zaharieva, M.D.: "Multivariate dynamic mixed-frequency density pooling for financial forecasting", International Journal of Forecasting , 41(3), 1184-1198, 2024.

Nguyen, H.; Virbickaite, A.; Ausín, C.; Galeano, P.: "Structured factor copulas for modeling the systemic risk of European and United States banks", International Review of Financial Analysis, 96(A), Art. 103621, 2024.

Nguyen, Hoang; Virbickaite, Audrone: "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models", Energy Economics, Art. 106738, 2023.