PhD in Business Administration and Quantitative Methods, Universidad Carlos III de Madrid (2015)

Master in Business Administration and Quantitative Methods, Universidad Carlos III de Madrid (2011)

Bachelor in Economics, Vilniaus universitetas, Lithuania (2008)

Bayesian econometrics, time series analysis, financial volatility

Assistant Professor, Department of Applied Economics, Universidad de las Islas Baleares, Palma de Mallorca, 2017–2020

Post-Doctoral Researcher, Chair of Economics and Econometrics, Universität Konstanz, Germany, 2015–2017

Lecturer, Course Coordinator, Teaching Assistant, Department of Statistics, Universidad Carlos III de Madrid, 2012–2015

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.