I am Professor of Econometrics at the Department of Economics and Finance of Luiss University (Rome) since February 2018. From 2021 to 2024 I have been the Head of the Department of Economics and Finance. Previously, I have been Associate Professor at the Department of Economics and Business Economics of Aarhus University (Denmark). I was research fellow at the Center for Research in Econometric Analysis of Time Series, CREATES.
I obtained my PhD at the University of Pavia in February 2010. During my PhD, I visited CREATES from September 2008 to April 2009. Subsequently, I was post doctoral research fellow at the Department of Economics of the University of Padova from April 2010 to March 2011. I obtained a FSE Post-Doc fellowship for the period April 2011-May 2013, that I spent at CREATES. From April 2013 to April 2016 I was Assistant Professor at the Department of Economics and Management Economics of Aarhus University. From September 2014 to December 2014, I spent a research period at the Kellogg School of Management, Northwestern University (Evanston, US).
My main research fields are time series and financial econometrics.