Research output per year
Research output per year
Personal profile
Research profile
Douglas Eduardo Turatti is an Assistant Professor affiliated with the Finance Research Group at Aalborg University Business School. Douglas holds a PhD In Economics and Business from Aarhus University. His research interests lie within the fields of financial econometrics, empirical finance, and econometric applications to finance and macroeconomics.
Education/Academic qualification
Economics and Business, PhD, Aarhus University
Award Date: 1 Jun 2018
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Collaborations from the last five years
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Multivariate Stochastic Volatility: A Likelihood Approach
Turatti, D. E., 2022.Research output: Working paper/Preprint › Working paper › Research
File44 Downloads (Pure) -
Efficient estimation of time-varying parameter models with stochastic volatility
Turatti, D. E., 2021, (Submitted).Research output: Working paper/Preprint › Working paper › Research › peer-review
File54 Downloads (Pure) -
Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
Turatti, D. E., Mendes, F. H. D. P. E. S. & Caldeira, J. F., May 2020, In: Finance Research Letters. 34, 101252.Research output: Contribution to journal › Journal article › Research › peer-review
4 Citations (Scopus) -
Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility
Turatti, D. E., 17 May 2018, Department of Economics and Business Economics, Aarhus University. 105 p.Research output: PhD thesis
Open Access -
Monetary policy surprises and jumps in interest rates: evidence from Brazil
Meurer, R., Santos, A. A. P. & Turatti, D. E., 12 Oct 2015, In: Journal of Economic Studies. 42, 5, p. 893-907 15 p.Research output: Contribution to journal › Journal article › Research › peer-review
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29th International Conference Computing in Economics and Finance
Douglas Eduardo Turatti (Lecturer)
4 Jul 2023Activity: Talks and presentations › Conference presentations
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41st International Symposium on Forecasting
Douglas Eduardo Turatti (Lecturer)
28 Jun 2021Activity: Talks and presentations › Conference presentations
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APC: Assistant Professor Circle at AAUBS (External organisation)
Kristina Maria Madsen (Chairperson), Agnieszka Urszula Nowinska (Chairperson), Kenneth Nygaard (Member), Shoonchul Shin (Member), Parasuram Balasubramanian (Member), Louise Lindbjerg (Member), Sebastian Valdecantos (Member), Thibault Laurentjoye (Member), Chiara Crovini (Member), Irina Mateus (Member), Peter Thomsen (Member), Jesper Chrautwald Sort (Member), Louise Brøns Kringelum (Chairperson), Douglas Eduardo Turatti (Member), Hamid Bekamiri (Member), Juan Carlos Parra-Alvarez (Member), Robert Smith (Member) & Waheed Akbar Bhatti (Member)
2021 → 2025Activity: Memberships › Membership of research networks or expert groups