I am currently a Professor of Economics at the University at Albany, State University of New York. Before that, I was a Postdoctoral Research Fellow at CREATES, Department of Economics and Business Economics, Aarhus University and University of Oxford (St Anne's College & Oxford-Man Institute of Quantitative Finance).
My fields of specialization are Econometrics and Financial Economics. I am interested in several areas of economics including Economic Development and Growth, and Macroeconomics. During the last five years, I have been working on bootstrap methods in econometrics. My primary research interest is the econometrics of high-frequency financial data. In this field, one main objective of my research is to develop bootstrap methods, which can help to replicate, as much as possible, some specific properties of high-frequency financial data. One advantage of the bootstrap is that it often provides a more accurate approximation to the finite-sample distribution of an estimator than its asymptotic distribution. I work with tick-by-tick financial data for the purpose of developing bootstrap methods, to help better understanding of the data process underlying the markets, and hence improve portfolio selection, risk management, hedging and pricing of derivatives etc.
In November 2013, I received my PhD in economics from Université de Montréal (Canada). I completed a MSc. in Statistics and Economics at the Ecole Nationale Supérieure de Statistiques et d'Economie Appliquée (ENSEA), and a BSc. in Statistics at ENEAM (Benin). In 2006, I worked as an intern at United Nations Economic commission for Africa, where I proposed a new methodological guide to measure the informal sector in national accounts in African countries. In 2004, as a junior statistician at the National Institute for Statistics and Economic Analysis of Benin, I was involved in many census operations from data collection to results publication. In addition, at the Department of Microfinance of Benin, I collected and treated statistical information gathered from microfinance institutions. I also supervised financial institutions credit portfolios. In 2003, as statistician intern at the Central Bank of West African States (BCEAO) in Benin, I analyzed the Consumer Price Index (CPI), Human Poverty Index (HPI) and the West African regional integration policy.