Econometrics and Asset Pricing.
Presentations: Carnegie Mellon University (fin.&econ.), Univ. of Copenhagen (math.), McGill (fin.), BI, Univ. of Toulouse (TSE, x2), Univ. of Oslo (stat.& sto. ana.), Econometric society meetings among others
"Statistical Inference Theories, Multiple Uses 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 Practices, Multiple Uses of the Same Data, and Past-Realized Data" with S. Grønneberg. (older version on arXiv)
Presentations: Univ. Catholique de Louvain (CORE), Univ. of Oslo (stat.&econ.), Tinbergen Institute (ector), Institut Henri Poincaré (Paris), European econometric society winter meeting 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
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.