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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.


Presentations:

    -Dealing With Vines Issues: 

Louis Bachelier Institute and Europlace Institute of Fiance 3rd Financial Risks International Forum, Paris, Spring 2010.

    -New Prospects On Vines: 

Presentation given at the International Symposium in Computational Economics and Finance, Sousse, Tunisia, spring 2010.

    -Vines Selection and Construction:

Presentation given at the MIT Econometric Lunch, spring 2009. More results on vines.

    -Vines

Presentation given at the CES-MSE Finances seminar, winter 2008. Preliminary results on vines.