Enzo D'Innocenzo

University of Bologna

Italy

Research Interests

Explore related searches

Professors in Italy

Contact this professor

Get a free first email built on one of their papers, ready for you to edit and send yourself.

Articles (11)

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2023

Year:

2023

Year:

2023

Year:

2022

Collaborators (6)

Andre Lucas

University of Amsterdam

NETHERLANDS

View details

ALESSANDRA LUATI

Provost's Visiting Professor of Statistics

Imperial College London

UNITED KINGDOM

View details

S.J. Koopman

University of Amsterdam

NETHERLANDS

View details

Mario Mazzocchi

Professor

University of Bologna

ITALY

View details

A. Opschoor

University of Amsterdam

NETHERLANDS

View details

Andrea Guizzardi

University of Bologna

ITALY

View details

ApplyKite TwinLearns as you apply

Make your next move.

Prepare your application

Review drafts before you send them.

Enzo D'Innocenzo

Research Interests

Explore related searches

Contact this professor

Articles (11)

Dynamic partial correlation models

Heterogeneity and dynamics in network models

Modeling Extreme Events

Common and idiosyncratic conditional volatility

A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options

Dynamic partial correlation models

Reverse engineering the last-minute on-line pricing practices: an application to hotels

A robust score-driven filter for multivariate time series

Score-Driven Modeling of Spatio-Temporal Data

Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options

Hotel dynamic pricing, stochastic demand and covid-19

Collaborators (6)

Andre Lucas

ALESSANDRA LUATI

S.J. Koopman

Mario Mazzocchi

A. Opschoor

Andrea Guizzardi

Make your next move.

Enzo D'Innocenzo

Research Interests

Explore related searches

Contact this professor

Articles (11)

Dynamic partial correlation models

Heterogeneity and dynamics in network models

Modeling Extreme Events

Common and idiosyncratic conditional volatility

A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&amp;P500 returns and options

Dynamic partial correlation models

Reverse engineering the last-minute on-line pricing practices: an application to hotels

A robust score-driven filter for multivariate time series

Score-Driven Modeling of Spatio-Temporal Data

Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options

Hotel dynamic pricing, stochastic demand and covid-19

Collaborators (6)

Andre Lucas

ALESSANDRA LUATI

S.J. Koopman

Mario Mazzocchi

A. Opschoor

Andrea Guizzardi

Make your next move.

A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options