Gustavo Fruet Dias

Staff portrait: Gustavo Fruet Dias

Gustavo Fruet Dias is assistant professor at the Department and is member of the Econometrics Section.

How long have you been employed at the Department of Economics and Business Economics?
Three years already, time flies!

What is your background? 
I have a bachelor degree in Economics from University of Sao Paulo (USP) in Brazil and a PhD in Economics from Queen Mary, University of London.

What are your main areas of research? 
Financial Econometrics and forecasting.

What research projects are you working on at the moment? 
I am working on two projects that are related to volatility modeling and another one which is related with high-frequency data and market micro structure noise.

What are you involved in teaching-wise at the moment? 
I am currently teaching the Econometrics 1 course.

Are you planning to take part in any conferences or the like abroad in the near future? 
Not in the near future, as I have a small baby at home.

Are you expecting any visiting researchers from abroad in the near future (or have you had any visitors from abroad recently)? 
I do not have anything scheduled, but I hope one of my co-authors will come soon.

What do you do when you are not at work? 
I am staying more at home lately, as I have a new baby to enjoy! We usually go for quiet walks around our place on the weekends. I also like cooking.

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