{"id":390,"date":"2017-05-22T13:48:38","date_gmt":"2017-05-22T13:48:38","guid":{"rendered":"http:\/\/hubble.owwwlab.com\/?page_id=2"},"modified":"2024-06-05T20:46:56","modified_gmt":"2024-06-05T20:46:56","slug":"in-short","status":"publish","type":"page","link":"https:\/\/faculty.crest.fr\/jmzakoian\/","title":{"rendered":"In Short"},"content":{"rendered":"<p>[vc_row][vc_column][vc_empty_space height=&#8221;200&#8243; tablet_height=&#8221;180&#8243; mobile_height=&#8221;150&#8243; jangulak=&#8221;true&#8221;][\/vc_column][\/vc_row][vc_row css=&#8221;.vc_custom_1495464768088{margin-top: -50px !important;}&#8221;][vc_column width=&#8221;2\/3&#8243;][vc_column_text]<\/p>\n<h1 style=\"margin-bottom: 15px\">Jean-Michel ZAKOIAN<\/h1>\n<h3>Professeur des Universit\u00e9s (CMC)<\/h3>\n<ul style=\"line-height: 25px\">\n<li><strong>Address<\/strong>: 5 avenue Henry Le Chatelier, Palaiseau<\/li>\n<li><strong>Office<\/strong>: 4120<\/li>\n<li><strong>Phone<\/strong>: &#8211;<\/li>\n<li><strong>E-mail<\/strong>: zakoian@ensae.fr<\/li>\n<\/ul>\n<p>[\/vc_column_text][vc_column_text]<a class=\"ol-iconic-link skin-blue m-bottom-10\" style=\"width: 39%\" href=\"https:\/\/faculty.crest.fr\/jmzakoian\/wp-content\/uploads\/sites\/14\/cv21.pdf\" target=\"_blank\" rel=\"noopener\"><i class=\"oli oli-download_2\"><\/i>Download CV<\/a><\/p>\n<p><a class=\"ol-iconic-link skin-blue m-bottom-10\" style=\"width: 39%\" href=\"https:\/\/scholar.google.com\/citations?user=AfEkla0AAAAJ\" target=\"_blank\" rel=\"noopener\">Citations profile<\/a>[\/vc_column_text][vc_column_text]<\/p>\n<h2>Short Biography<\/h2>\n<p>Professor at ENSAE since 2007, Professor of applied mathematics at Lille University (on secondment at ENSAE since 2008). \u00a0Head 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 &#8220;GARCH models. Structure, Statistical Inference and Financial Applications,&#8221; 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 13 defended PhD theses in Applied Mathematics and Economics.[\/vc_column_text][vc_column_text]<\/p>\n<h2>Previous and current positions<\/h2>\n<ul>\n<li>\n<p align=\"left\">Research Fellow at CREST, Full-time\u00a0(2007- )<\/p>\n<\/li>\n<li>\n<p align=\"left\">Professor, Applied Mathematics, Universit\u00e9 Lille III (2000-&#8230; on leave since 2007)<\/p>\n<\/li>\n<li>\n<p align=\"left\">Ma\u00eetre de Conf\u00e9rences, Applied mathematics, Universit\u00e9 Lille I (1993-2000)<\/p>\n<\/li>\n<\/ul>\n<p>[\/vc_column_text][vc_column_text]<\/p>\n<h2>Editorial Activities<\/h2>\n<ul>\n<li>\n<p align=\"left\">Associate Editor for Econometric Theory (2012 &#8211; )<\/p>\n<\/li>\n<li>\n<p align=\"left\">Associate Editor for Scandinavian Journal of statistics (2019 &#8211; 2023)<\/p>\n<\/li>\n<li>\n<p align=\"left\">Associate Editor for Journal of Time Series Analysis (2013 &#8211; )<\/p>\n<\/li>\n<li>\n<p align=\"left\">Guest Associate Editor for\u00a0Annals of Computational and Financial Econometrics (2011-2015)<\/p>\n<\/li>\n<\/ul>\n<p>[\/vc_column_text][\/vc_column][vc_column width=&#8221;1\/3&#8243;][vc_empty_space height=&#8221;60&#8243; tablet_height=&#8221;40&#8243; mobile_height=&#8221;30&#8243;][hubble_list_title items=&#8221;%5B%7B%22title%22%3A%22Financial%20Econometrics%20%22%2C%22label%22%3A%22Econometrics%22%7D%2C%7B%22title%22%3A%22Time%20Series%22%2C%22label%22%3A%22Time%20Series%22%7D%2C%7B%22title%22%3A%22Dynamic%20risk%20measures%20and%20Estimation%20risk%22%2C%22label%22%3A%22Risk%22%7D%2C%7B%22title%22%3A%22GARCH-type%20models%22%2C%22label%22%3A%22GARCH%22%7D%2C%7B%22title%22%3A%22Unit%20roots%2C%20bubbles%20and%20explosive%20processes%22%2C%22label%22%3A%22Finance%22%7D%2C%7B%22title%22%3A%22Functional%20and%20Long-Memory%20Time%20Series%22%2C%22label%22%3A%22Time%20Series%22%7D%2C%7B%22title%22%3A%22Nonstationary%20processes%22%2C%22label%22%3A%22Finance%22%7D%2C%7B%22title%22%3A%22QML%20estimation%22%2C%22label%22%3A%22Finance%22%7D%5D&#8221; title=&#8221;Research Interests&#8221;][\/vc_column][\/vc_row][vc_row][vc_column][vc_empty_space height=&#8221;80&#8243; tablet_height=&#8221;70&#8243; mobile_height=&#8221;60&#8243;][\/vc_column][\/vc_row]<\/p>\n","protected":false},"excerpt":{"rendered":"<p>[vc_row][vc_column][vc_empty_space height=&#8221;200&#8243; tablet_height=&#8221;180&#8243; mobile_height=&#8221;150&#8243; jangulak=&#8221;true&#8221;][\/vc_column][\/vc_row][vc_row css=&#8221;.vc_custom_1495464768088{margin-top: -50px !important;}&#8221;][vc_column width=&#8221;2\/3&#8243;][vc_column_text] Jean-Michel ZAKOIAN Professeur des Universit\u00e9s (CMC) Address: 5 avenue Henry Le Chatelier, Palaiseau Office: 4120 Phone: &#8211; E-mail: zakoian@ensae.fr [\/vc_column_text][vc_column_text]Download CV Citations profile[\/vc_column_text][vc_column_text] Short Biography Professor at ENSAE since 2007, Professor of applied mathematics at Lille University (on secondment at ENSAE since 2008). \u00a0Head of the [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/faculty.crest.fr\/jmzakoian\/wp-json\/wp\/v2\/pages\/390"}],"collection":[{"href":"https:\/\/faculty.crest.fr\/jmzakoian\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/faculty.crest.fr\/jmzakoian\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/faculty.crest.fr\/jmzakoian\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/faculty.crest.fr\/jmzakoian\/wp-json\/wp\/v2\/comments?post=390"}],"version-history":[{"count":47,"href":"https:\/\/faculty.crest.fr\/jmzakoian\/wp-json\/wp\/v2\/pages\/390\/revisions"}],"predecessor-version":[{"id":721,"href":"https:\/\/faculty.crest.fr\/jmzakoian\/wp-json\/wp\/v2\/pages\/390\/revisions\/721"}],"wp:attachment":[{"href":"https:\/\/faculty.crest.fr\/jmzakoian\/wp-json\/wp\/v2\/media?parent=390"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}