Teaching Assistant
Financial Econometrics – ENSAE
This course is an introduction to Financial Econometrics. Building upon the major models in the litterature, it presents the main theories, their empirical motivations, and the appropriate statistical inference methods.
Applied Time Series – Paris Dauphine University (MSc 203 – Financial Markets)
The objective of the course is to study the theory, modeling, programming, and interpretation of the major time series models. Some applications to financial and macroeconomic time series are conducted using Python.