Research :

Working papers:

1. GCov Based Portmanteau Test ( with Joann Jasiak)

2. Green Bubbles: a Noncausal Approach  ( with Francesco Giancaterini, Alain Hecq, and Joann Jasiak) 

Work in Progress: 

1. Non-nested Hypothesis Test In Non-Gaussian Time Series Models

2. Regularized Nonlinear Autocovariance Test for High-Dimensional Data ( with Francesco Giancaterini, Alain Hecq, and Joann Jasiak) 

Research Assistant :

• Perry Sadorsky: Using US Stock Sectors to Diversify, Hedge, and Provide Safe Havens for NFT Coins

• Perry Sadorsky: on finding connectedness properties in investment portfolio

• Antoine Djogbenou: he application of factor models to big economic data in finance and economics