COVID-19 Reporting and Information • HEERF I, II & III

Milivoje Davidovic

Name:

Milivoje  Davidovic

Title:

Instructor

Department:

Economics, Finance & Marketing

Email Address:

mdavidovic@tntech.edu

Phone:

Office:

Johnson Hall 216

DEGREES AND CERTIFICATIONS

Northern Illinois University, DeKalb, IL, USA

  • Ph.D. in Econometrics and Quantitative Economics
  • M.S. in Probability Theory and Computational Statistics
  • M.S. in Econometrics and Quantitative Economics

University of Novi Sad, Novi Sad, Serbia

  • Ph.D. in Financial Economics (Banking & Finance)
  • M.S. in Financial Economics (Banking & Finance)
  • B.S. in Managerial Economics (Finance and Accounting)
Teaching and Research Concentrations
  • Macroeconomic Dynamics
  • Bayesian Econometrics
  • Quantitative Finance
  • Stochastic Differential Equations and Mathematical Finance
  • Sports Economics and Sports Analytics
  • The Economics of Happiness and Life Satisfaction
About Dr. Davidovic

Dr. Milivoje Davidovic holds dual Ph.D. degrees, and triple Master`s in Econometrics, Economic Dynamics, and Financial Economics.  His research interests span a wide cross-section of modern technical fields, from Bayesian Macroeconometrics to Quantitative Finance, Sports Economics, and studies in the Economics of Happiness and Life Satisfaction.  His research program features a modern, innovative, interdisciplinary method and approach that combines the theoretical with the empirical, the discrete with the continuous, and the Bayesian with the frequentist.  Dr. Davidovic has published more than 20 research articles in peer-reviewed journals, and he is a regular panelist on matters of financial stability, stress testing, and systemic risk at the Federal Reserve Bank of Chicago.  Milivoje has presented his research output at numerous technical seminars & conferences across the globe and is a regular guest lecturer at colleges and universities across the Midwest.  His active research projects contribute to the academic literature on macroeconomic dynamics, non-parametric statistical inference in econometrics, stochastic volatility modeling, exotic option pricing, and algorithmic trading & market microstructure.