Working Papers & Publications:
-Event Conditional Correlation: Working Paper 2011
-Market Efficiencies and Market Risks: Working Paper 2011
-New Prospects On Vines: With D. Guégan. Insurance Markets and Companies: Analyses and Actuarial Computations, Volume 1, Issue 1, p 4-11, 2010.
-An Econometric Study Of Vine Copulas: With D. Guégan. Forthcoming in the International Journal of Economics and Finance.
Louis Bachelier Institute and Europlace Institute of Fiance 3rd Financial Risks International Forum, Paris, Spring 2010.
Presentation given at the International Symposium in Computational Economics and Finance, Sousse, Tunisia, spring 2010.
Presentation given at the MIT Econometric Lunch, spring 2009. More results on vines.
Presentation given at the CES-MSE Finances seminar, winter 2008. Preliminary results on vines.