Teaching

Statistics (Ph.D)
Techniques of Econometrics (Undergraduate)
Statistics and Probability (Master)

Research Interests

• Causality in time series
• Risk management and portfolio optimization
• Characteristic function methods in time series
• Exact sign-based inference
• Asymmetric volatility and correlations
• Nonparametric tests

Current Research

• "Affine term structure of risk neutral moments models", (with Bruno Feunou, Jean-Sébastien Fontaine and Roméo Tédongap).
• "The Reaction of Conditional Distribution and Quantiles of Stock Market Returns to Anticipated Unemployment", (with Jesus Gonzalo).
• "Diffusion index approach to the portfolio optimization", (with Mohammed Bouaddi).