Foto del docente

Enzo D'Innocenzo

Research fellow

Department of Statistical Sciences "Paolo Fortunati"

Teaching tutor

Department of Statistical Sciences "Paolo Fortunati"

Short Bio

I'm a research fellow of the Department of Statistical Sciences "Paolo Fortunati", University of Bologna, since 2019, in

  • "New Quantitative techniques for modelling, forecasting and managing risk in financial markets"

I'm also the theaching tutor of "Tecniche Attuariali" (FAI and SSFA), and "Matematica Finanziaria" (FAI and SSFA).

My research interests are in Time Series Analysis, Statistical Inference and Asymptotic Theory of Time Series Models, Score-Driven Models and their applications, Time Series Approach to Option Pricing and Forecasting Financial Variables.

Go to the Curriculum vitae

Contacts

E-mail:
enzo.dinnocenzo2@unibo.it

Dipartimento di Scienze Statistiche "Paolo Fortunati"
Via Belle Arti 41, Bologna - Go to map

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