Faculty Bio

Professor at ENSAE since 2007, head of the Finance-Insurance lab at CREST. Professor of applied mathematics at Lille University (on secondment at ENSAE since 2008). Associate Editor of the journals Econometric Theory, Scandinavian Journal of Statistics, Journal of Time Series Analysis. Co-author of the book "GARCH models. Structure, Statistical Inference and Financial Applications," 2nd edition (2019) and of more than 70 publications, in particular in Econometrica, Annals of Statistics, Journal of the Royal Statistical Society (Series B), Journal of the American Statistical Association. Supervisor or co-supervisor of 10 defended PhD theses in Applied Mathematics, and of 3 theses in progress.