Curriculum Vitae

About Me

I am Enzo D’Innocenzo, Assistant Professor in Econometrics, Statistics and Data Science at the Department of Economic Science, University of Bologna (Italy).
I graduated in Statistical Sciences and defended my PhD at the University of Bologna, with a dissertation titled: “Essays in Robust and Nonlinear Time Series Models.”
After my visiting year as a PhD candidate, I spent two post-doc years as Associate Researcher at the School of Business and Economics of the Vrije Universiteit Amsterdam.
My research in Econometrics and Statistics includes time series analysis, statistical inference and asymptotic theory of time series models, score-drive models, time series methods to option pricing and financial econometrics.

Academic Positions

• 2023 – current: Assistant Professor in Econometrics, Statistics and Data Science @ Department of Economic Science | 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)