I am Enzo D’Innocenzo, Assistant Professor of Economics (ECON-01/A) in the Department of Economics at the University of Bologna, Italy.
I earned a degree in Statistical Sciences and completed my PhD at the University of Bologna, with a dissertation titled “Essays in Robust and Nonlinear Time Series Models.”
Following a visiting year there as a PhD candidate, I spent two postdoctoral years as a Research Associate at the School of Business and Economics, Vrije Universiteit Amsterdam.
My research lies at the intersection of econometrics and statistics, focusing on time-series analysis, statistical inference and asymptotic theory for time-series models, score-driven models, time-series methods for option pricing, and financial econometrics.
Academic Positions
- 2023 – current: Assistant Professor (ECON-01/A Economics) @ Department of Economics | University of Bologna (Italy).
- 2021 – 2023: Research Associate @ School of Business and Economics, Econometrics and Data Science | Vrije Universiteit Amsterdam (Netherlands)
- 2019 – 2021: Research Fellow @ Department of Statistical Sciences, University of Bologna (Italy)
Education
- 2016-2019: PhD In Statistical Science @ University of Bologna (Italy)
Dissertation Title: “Essays in Robust and Nonlinear Time Series Models“
- 2013-2015: M.Sc Summa Cum Laude in Statistical Sciences @ University of Bologna (Italy)
- 2010-2013: B.Sc in Statistical Sciences @ University of Bologna (Italy)
Awards
2018 – 2019: Marco Polo Scholarship for PhD Students – Department of Econometrics and Operations Research, VU Amsterdam (Netherlands)
Computer Skills
Mathlab, R, C, LaTeX, Office
Non-Academic Experience
- 2016: Forecaster and Market Analyst @ Fater SpA [https://www.fatergroup.com/en], Pescara, Italy.
