Virbickaite, Audrone

Quantitative Methods

PhD: Universidad Carlos III de Madrid

Office D4-17

Biography

Audrone Virbickaite joined CUNEF Universidad in September 2020, where she is an Assistant Professor on Tenure Track of Statistics and Econometrics in the Department of Quantitative Methods. Her research focuses on Bayesian econometrics and time series analysis. Before CUNEF Universidad, she was Assistant Professor at UIB (Palma de Mallorca) and previously completed a two-year postdoc at Universität Konstanz (Germany). During her PhD at the Statistics Department of UC3M, Audra spent a predoctoral research period at Chicago Booth. She holds a recognized six-year research period (sexenio), has participated in international conferences, and published in prestigious scientific journals.

Most relevant publications

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.

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