VALLS PEREIRA, Pedro L.

Education: 

PhD in Economics - London School of Economics

Research Areas: 

  • Econometrics
  • Empirical Finance
  • Forecasting

E-mail: 

Shortbio: 

B.Sc. in Applied Mathematics and Major (Licenciatura Plena) in Mathematics from the Pontificial Catholic University of Rio de Janeiro (1974), Masters in Statistics from the National Institute of Pure and Applied Mathematics (1978) and a PhD in Economics (Statistics) - London School of Economics (1983), Habilitation (Livre Docência) in Statistics from IME – USP (1990). He is currently Professor and Director of the Center for Quantitative Study in Economics and Finance at  FGV-EESP and CNPq Level 1-A researcher. He is an  Academic Visitor, Program in Economic Modelling – INET at Oxford Martin School – University of Oxford (01/2015-03/2015), Associate Member of Nuffield College – University of Oxford (01/2015-03/2015) and he was Academic Visitor, School of Economics and Finance, Queen Mary, University of London (01/2010) (01/2011) (01/2012) Visiting Professor, Cass Business School, London (01/2003-02/2003) Academic Visitor, Department of Economics, University of Cambridge (01/2002-02/2002) Visiting Professor, City University Business School, London (01/2001-02/2001) Visiting Professor, Department of Statistics, London School of Economics (01/2000-02/2000) Academic Visitor, Department of Economics, University of Cambridge (01/1992-02/1992) Academic Visitor, Department of Economics, London School of Economics (05/1989-06/1989) Academic Visitor, Department of Statistics, London School of Economics (01/1987-02/1987) Visiting Assistant Professor, Department of Statistics, IMECC-UNICAMP (01/1985-02/1985). He has experience in Economics, with emphasis on Quantitative Methods in Economics, acting on the following topics: empirical finance, computational method in finance, volatility, high frequency data, switching regime models, point processes and dependency modeling and forecasting.