Student Visa
From Students@SISSA wiki
Depending on your citizenship, your country of residence, you may need to obtain a visa to enter Italy. In order to help you find out whether you need an entry visa or not and which documents are required in order to apply, you can simply query the data base of the Italian Ministry of Foreign Affairs.
FOR SISSA PHD STUDENTS
If you are a citezen of the following countries: ....
a STUDENT VISA TYPE D (= "long-term") is requiered in order to fullfil your Ph.D Studies in SISSA.