Espinosa Ruiz, María Soledad
Quantitative Methods
Virbickaite, Audrone
Quantitative Methods
BIO
Tenure-track Professor of Statistics and Econometrics at CUNEF since September 2020. Her research interests include Bayesian econometrics, time series analysis, volatility models, among others. Before joining CUNEF, Audra worked as an assistant professor of Econometrics at the University of the Balearic Islands, Palma de Mallorca, and prior to that, she completed a two-year postdoctoral stay at the University of Konstanz, Germany. During her doctoral studies at the Department of Statistics of Universidad Carlos III de Madrid, Audra conducted a predoctoral research stay at the Chicago Booth School of Business. Audra has one research sexenio, has participated in numerous international congresses and conferences, and has published in internationally recognized scientific journals.
Research ID´s:
Orcid: 0000-0002-7117-6906
Scopus: 55847624500
Education
Doctoral Degree in Business Administration and Quantitative Methods, Universidad Carlos III de Madrid (2015).
Master’s Degree in Business Administration and Quantitative Methods, Universidad Carlos III de Madrid (2011).
Bachelor’s Degree in Economics, Vilnius University, Lithuania (2008).
Research Interests
Bayesian econometrics, time series analysis, financial volatility
Career
Assistant Professor, Department of Applied Economics, University of Balearic Islands, Palma de Mallorca, 2017 – 2020
Post Doctoral researcher at University of Konstanz, Chair of Economics and Econometrics, Germany, 2015 – 2017
Lecturer, course coordinator, teaching assistant at Department of Statistics, Universidad Carlos III de Madrid, 2012 – 2015
Publications in Scientific Journals
Nguyen, Hoang; Virbickaite, Audrone: “Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models”, Energy Economics, Art. 106738, 2023.
Rosselló, Jaume; Sansó, Andreu; Virbickaite, Audrone: “ How local tourism managers can benefit from national surveys: Estimating tourism and restaurant expenditures for small market segments”, Current Issues in Tourism, 24 (24), 3433-3449, 2021.
Virbickaite, Audrone; Ausín, Concepción; Galeano, Pedro: “Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction”, Energy Economics, 92, 104961, 2020.
Virbickaite, Audrone; Lopes, Hedibert F.: “Bayesian Semi-Parametric Markov Switching Stochastic Volatility Model”, Applied Stochastic Models in Business and Industry, 35(4), 978-997, 2019.
Virbickaite, Audrone; Lopes, Hedibert F.; Ausín, Concepción; Galeano, Pedro: “Particle learning for Bayesian semi-parametric stochastic volatility model”, Econometric Reviews, 38 (9), 1007-1023, 2019.
Other Faculty
Agora, Elona
Quantitative Methods
Salmerón Silvera, José Luis
Quantitative Methods