Econometrics and Asset Pricing.
"Previously-Used Data and Past-Realized Data: A Puzzle for Bayesian and Classical Inference Theories." with S. Grønneberg
"Why Has Econometric Inference Been Possible?" with S. Grønneberg.
"Limit Theorems for Residuals from VARMAX Models with Potentially Serially Correlated Errors" with S. Grønneberg.
"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.