Patrick GagliardiniPatrick Gagliardini is full Professor of Econometrics at Università della Svizzera italiana, Lugano, Switzerland. He graduated from the ETH in Zürich with a degree in physics in 1998 and received his PhD in economics from the University of Lugano in 003. He has also held a position of assistant professor at the University of St Gallen. His research interests lie in econometrics and financial econometrics and focus especially on large-scale factor models, credit risk, asset pricing, and semi- and non-parametric methods. He is coauthor of research articles published in Econometrica, the Review of Financial Studies, the Journal of Econometrics, and Econometric Theory. Read More Read Less