Working Papers
Works submitted for publication
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications (with Nabil Bouamara and Shuping Shi). Online supplement.
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps (with Nabil Bouamara, Kris Boudt and Christopher J. Neely).
Unpublished working papers
Modelling Skewness Dynamics in Series of financial data using skewed location-scale distributions (with Philippe Lambert).
Modelling financial time series using GARCH-type models and a skewed Student density (with Philippe Lambert).