Econometrics and Asset Pricing.
"Statistical Inference Theories, Multiple Uses of the Same Data, and Past-Realized Data." with S. Grønneberg
"On Econometric Practices, Multiple Uses of the Same Data, and Past-Realized Data" with S. Grønneberg. (older version on arXiv)
"On Partial Sums of Smooth Functions of ARMAX Residuals" with S. Grønneberg.(available upon request)
"Generalized Empirical Saddlepoint Approximation with Application to Asset Pricing" with C. Almeida.
“Estimation of Multivariate Log-GARCH-X Models” with S. Grønneberg and G. Sucarrat
Econometric Theory for Structural Inference in Finance (PhD, BI), Mini-course on GMM (PhD, BI), Analysis of Financial Data (undergrad., BI), Empirical methods in Finance (undergrad., BI), Finance (undergrad. core course, Carnegie Mellon University).
Ph.D. in Financial Economics, Carnegie Mellon University, Pittsburgh, 2012.
M.Sc. in Finance, Carnegie Mellon University, Pittsburgh, 2009.
M.Res. in Economics, University of Paris at Panthéon Sorbonne-Paris School of Economics, 2007.
"Economist-Statistician" diploma, INSEE-ENSAE ParisTech, 2007.