Econometrics and Asset Pricing.
Presentations: Carnegie Mellon University (fin.&econ.), Univ. of Copenhagen (math.), McGill (fin.), BI, Univ. of Toulouse (TSE), Univ. of Oslo (stat.& sto. ana.), Financial econometrics conf. in Toulouse, Econometric Society European Meeting among others
"Statistical Inference Theories, Multiple Use of the Same Data, and Past-Realized Data." with S. Grønneberg
Invited to a special issue of the Journal of Statistical Planning and Inference.
"On Econometric Practice, Multiple Use of the Same Data, and Past-Realized Data" with S. Grønneberg. (older version on arXiv)
Presentations: BI, Univ. Catholique de Louvain (CORE), Univ. of Oslo (stat.&econ.), Tinbergen Institute (ector), Institut Henri Poincaré (semstats) among others.
"On Partial Sums of Smooth Functions of ARMAX Residuals" with S. Grønneberg.(available upon request)
Presentations: Univ. of Oslo (math), CFE-ERCIM, Society of Nonlinear and Dynamics Econometrics.
"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
PhD in Financial Economics, Carnegie Mellon University, Pittsburgh, 2012.
M.Res. in Economics, University of Paris at Panthéon Sorbonne-Paris School of Economics, 2007.
"Economist-Statistician" diploma, INSEE-ENSAE ParisTech, 2007.