Enzo D'InnocenzoView profile
Assistant Professor
Enzo D'Innocenzo is a Junior Assistant Professor in Econometrics, Statistics, and Data Science at the Department of Economics, University of Bologna. His primary research focuses on advanced econometric methodologies, including time series analysis, statistical inference, asymptotic theory, score-driven models, and financial econometrics with applications to option pricing. Previously, he served as an Associate Researcher at the School of Business and Economics, Vrije Universiteit Amsterdam. Research Interests: Time Series Econometrics Volatility Modeling (GARCH, Score-Driven) Financial Markets Analysis Option Pricing Theories Extreme Value Theory Dynamic Pricing Strategies Notable Publications: His recent work includes advancements in score-driven models for spatio-temporal data (JASA 2023), dynamic partial correlation networks in financial markets (Journal of Econometrics 2024), and analysis of last-minute hotel pricing strategies (2024). His research bridges theoretical econometric innovation with practical applications in finance and hospitality sectors. Professional Activities: Presenter at NESG Conference 2022 (University of Groningen) Active contributor to econometric journals and conferences Maintains personal academic webpage with research links









