Title/Position: Professor, co-Director of the Master "Statistics, Finance & Actuarial Science"
Department: ENSAE-CREST, Finance-Insurance
Specialties: Time Series Analysis; Statistics; Econometrics and Finance.

Faculty Bio

Christian FRANCQ started as an Assistant Professor in Applied Mathematics at the University Lille I from 1990 to September 1998. He became full Professor of Mathematics at the University Littoral-Côte d'Opale from September 1998 to September 2002, and at the University Charles-de-Gaulle Lille 3 since september 2002. He was a member of the CNRS delegation in 2010-2011, and has joined the ENSAE-CREST since September 2011 on secondment.


Enseignant Identifiant Intitulé Instructor Heures de TD Jours Heures de cours Crédits ECTS Modalité examen
Christian Francq, Jean-Michel Zakoïan SE311 GARCH and stochastic volatility models Francq Christian 0 18 3 écrit
Christian Francq SE2C5 Linear Time Series Francq Christian 18 18 3 écrit+tut.
Christian Francq SE326 Risk measures Francq Christian 0 12 2 écrit