Foto del docente

Enzo D'Innocenzo

Research fellow

Department of Statistical Sciences "Paolo Fortunati"

Teaching tutor

Department of Statistical Sciences "Paolo Fortunati"

Research

Keywords: Time Series Analysis Statistical Inference of Time Series Models Asymptotic Theory

Main Research Interests:

  1. Time Series Analysis,
  2. Statistical Inference of Time Series Models,
  3. Asymptotic Theory,
  4. Score-Driven Models - Theory and Applications,
  5. Time Series Approach to Option Pricing,
  6. Forecasting Financial Variables.

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