Jean-Michel ZAKOIAN

Professeur des Universités (CMC)

• Address: 5 avenue Henry Le Chatelier, Palaiseau
• Office: 4120
• Phone: –
• E-mail: zakoian@ensae.fr

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Citations profile

Short Biography

Professor at ENSAE since 2007, Professor of applied mathematics at Lille University (on secondment at ENSAE since 2008).  Head of the Finance-Insurance lab at CREST (2007-2021). Associate Editor at Econometric Theory, Scandinavian Journal of Statistics, Journal of Time Series Analysis. Co-author of the book “GARCH models. Structure, Statistical Inference and Financial Applications,” 2nd edition (2019) and of more than 80 publications, in particular in Econometrica, Annals of Statistics, Journal of the Royal Statistical Society (Series B), Journal of the American Statistical Association. Supervisor or co-supervisor of 12 defended PhD theses in Applied Mathematics.

Previous and current positions

• Research Fellow at CREST, Full-time (2007- )

• Professor, Applied Mathematics, Université Lille III (2000-… on leave since 2007)

• Maître de Conférences, Applied mathematics, Université Lille I (1993-2000)

Editorial Activities

• Associate Editor for Econometric Theory (2012 – )

• Associate Editor for Scandinavian Journal of statistics (2019 – )

• Associate Editor for Journal of Time Series Analysis (2013 – )

• Guest Associate Editor for Annals of Computational and Financial Econometrics (2011-2015)