Dr. Leopoldo Catania

Biography

Leopoldo Catania is an Associate Professor at the Department of Economics and Business Economics at Aarhus University and a research fellow at the Danish Finance Institute (DFI). He holds a PhD in Economics and Business Economics from the University of Rome, 'Tor Vergata' (2017). His teaching includes a master’s course on Financial Econometrics for MSc Finance students and a PhD-level course on advanced topics in time series analysis. He also supervises bachelor's theses, master's theses, and Ph.D. students. Catania has developed new dynamic models used in quantitative risk management and is particularly interested in time series analysis, financial econometrics, nonlinear dynamic models, and hidden Markov models. He has been active in research collaboration and has contributed significantly to various research outputs over the years, focusing on topics that reflect his expertise in financial econometrics and dynamic modeling. His contributions include seminars and teaching responsibilities within Econometrics and Business Analytics, further emphasizing his role in advancing academic knowledge in these fields.

Research Interests

Experience