Julien ROYER
Julien ROYER
I am an affilitated researcher with the Centre for Research in Economics and Statistics (CREST) at Institut Polytechnique de Paris (IP Paris). My academic work deals with conditional volatility models, with an emphasis on dynamic factor models and the memory property of financial time series.
On the practical side, I am also a Quantitative Researcher at Lombard Odier Investment Managers focusing on Multi Asset systematic strategies.
Research Interests: Financial Econometrics, Theoretical Econometrics, Time Series, Asset Allocation, Risk Measures
Curriculum Vitae
My CV is available here or via my Linkedin profile.
Contact
CREST UMR 9194 - ENSAE
5 avenue Henry Le Chatelier
91120 Palaiseau - FRANCE
julien.royer[at]ensae.fr