Associate Professor and Deputy Head of MSE MSU Chair of Econometrics and Mathematical Methods
In 2000-2001 Dean worked in the research department of the largest bank in Italy – Banca Intesa. In
2006 he defended his PhD dissertation "Theory and practical application of copulas in finance" at the
Faculty of Economics and Quantitative Methods of the University of Pavia (Italy). His dissertation was
nominated as the best in winter 2004/2005 academic year .
Dean Fantazzini was a research fellow at the Department of Economics and Econometrics of the
University of Konstanz (Germany) and the Department of Statistics and Applied Economics of the
University of Pavia (Italy).
Dean specializes in the analysis of time series, financial econometrics, models of multifactor
dependence. Author of more than 20 publications, including three monographs Participant of numerous
seminars and conferences.
Research interests: Energy Economics, Forecasting, Applied Econometrics, Risk Management
Teaching Courses: Introduction into Times Series, Times Series Analysis II, Times Series Analysis III,
Financial Risk Management