Enrico Carraro
PhD Student – Cycle XXXIX
Department of Statistical Sciences, Padua University
Period of research: october 2023 – present
E-mail: enrico.carraro.10@phd.unipd.it
Supervisor: Prof. Massimiliano Caporin
Co-supervisor: Prof. Esther Ruiz
Education:
- Master’s degree in Statistical Sciences, University of Padova
- Bachelor’s degree in Statistics for Technology and Sciences, University of Padova
Research: Value at Risk, Expected Shortfall, Dynamic Factor Models
Study visits:
- September 2025 – March 2026: Visiting PhD Student at Universidad Carlos III de Madrid (UC3M), Madrid, Spain
Collaborations:
- Esther Ruiz, Universidad Carlos III de Madrid (UC3M)
PhD thesis title:
- Modeling realized tail risk measures with applications in risk management and systemic risk monitoring
Pubblications: