University of Bologna, Department of Statistics Elisabetta Mensali B [email protected] Current Position Nov 2019 - Ph.D. Student in Statistics, XXXV cycle. University of Bologna, Department of Statistics. Supervisors: Alessandra Luati (University of Bologna) and Leopoldo Catania (Aarhus University and CREATES). Research Interests Time Series Analysis, Financial Econometrics. Project 2020- Joint-VaR: a new risk measure for financial markets, with Alessandra Luati and Leopoldo Catania. Education 2017–2019 Second Cycle Degree (MSc) in Statistical Sciences, University of Bologna. J-VaR: a new leverage consistent risk measure. Supervisor: Prof. Alessandra Luati, Co-Supervisor: Prof. Leopoldo Catania. 2014–2017 First Cycle Degree (BSc) in Statistical Sciences - curriculum Mathematics and Statistics, University of Bologna. A cointegration analysis of the foreign exchange market after the subprime crisis. Supervisor: Prof. Alessandra Luati, Co-Supervisor: Prof. Alessandro Cardinali. Teaching Tutor 2020- Time Series (CLASS), Prof. Alessandra Luati. 2020- Advanced Time Series (CLAMSS), Prof. Alessandra Luati. 2020- Statistical Methods for Asset Management (QF), Prof. Alessandra Luati. Thesis Co-Supervision 2021- N. Wermuth, MSc in Quantitative Finance (Univerisity of Bologna), Super- visor: Prof. Alessandra Luati. Complementary education 2019-2020 Ph.D. courses (Dept. of Statistics, University of Bologna), Probability and Stochastic Processes, Special Functions, Statistics, Numerical Methods in Economics, Basi Probabilistiche dell’Inferenza Statistica, Composite Likelihood. Mar 2019 Advanced Financial Econometrics (Aarhus University), MSc in Mathematics - Economics and Ph.D. in Economics. Module leader: Prof. Leopoldo Catania. Feb 2019 Lèvy Processes (Aarhus University), MSc in Mathematics-Economics and Ph.D. in Statistics. Module leader: Prof. Mark Podolskij. 11-27-2016 The Young Investment Banker Weekend, University College London. International experience Feb-Jun 2019 Aarhus University (DK), Erasmus+ scholarship. Jul-Sep 2018 Mango LTD Business Solutions (UK). Sep 2016 - Plymouth University (UK), Erasmus+ scholarship. May 2017 Working experience Jul-Sep 2018 Intern, Junior Data Scientist, Mango LTD Business Solutions, Chippenham (UK). Computing skills Programmes: R, Rcpp (basic), Minitab. Design and composition: LaTeX, RMarkdown, MS Office. Language skills Mother tongue: Italian. Others: English..