Giuseppe Cavaliere University of Bologna   ,   giuseppe.cavaliere@unibo.it     Biographical Sketch: Time Series Econometrics (non-stationarity, structural changes, infinite variance, long memory), Financial Econometrics (volatility models, duration models, asset pricing models, financial contagion, risk assessment), Statistical Inference (bootstrap methods, asymptotic theory); Empirical Macroeconomics (consumption dynamics, risk sharing, exchange rate dynamics, DSGE models).       JEL Areas: C1 : Econometric and Statistical Methods: General C4 : Econometric and Statistical Methods: Special Topics