Current PHD Student Supervision
Past PHD Student Supervision
- Baye Matar KANDJI (joint with C. Francq): Stochastic recurrence equations: structure, statistical inference, and financial applications, 2023.
- Julien ROYER (joint with C. Francq): Infinite ARCH processes, dynamic betas, and financial applications, 2022.
- Ophélie COUPERIER (joint with C. Francq and C. Hurlin): Three essays in financial econometrics, 2022.
- Sébastien FRIES: Anticipative alpha-stable linear processes for time series analysis: conditional dynamics and estimation, 2018.
- Ali AHMAD (joint with C. Francq): Contributions to the econometrics of integer-valued time series, 2016.
- Guillaume LEPAGE (joint with C. Francq): Statistical inference of conditionally heteroskedastic models with stable innovations, non Gaussian contrast and misspecified volatility, 2012.
- Nazim REGNARD: GARCH models with coefficients functions of an exogenous process, 2011.
- Taoufik HAMADEH (joint with C. Francq): Statistical inference in non linear GARCH models, 2010.
- Yacouba B. MAINASSARA (joint with C. Francq): Estimation, validation and identification of weak vector ARMA models, 2009.
- Ahmed ELGHINI (joint with C. Francq): Specification tests based on inverse autocorrelations. Asymptotic properties of inverse empirical autocorrelations, 2008.
- Hamdi RAISSI (joint with C. Francq): Contributions to the statistical inference of vector autoregressive and error-correction models, 2007.
- Antony GAUTIER (joint with C. Francq): Time-dependent coefficients time series models, 2004.
- Youssef SAIDI (joint with L. Broze): Probabilist and statistical study of non linear conditionally heteroscedastic models, 2003.
