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UPCOMING EVENTS
UPCOMING
FEBS 12th International Conference of the Financial Engineering and Banking Society, 1-4 June, Crete
AFSE Annual Congress, 14-16 June, 2023, Sciences Po Paris
SOME OF MY RESEARCH
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
with Hurlin, C., Leymarie, J., Scaillet, O., 2020 in Management Science
Do High-frequency-based Measures Improve Conditional Covariance Forecasts?
with Dumitrescu, E., 2019
in Handbook of Financial Mathematics, Volatility and Covariance Modelling, Routledge, UK
Prévoir la volatilité d'un actif financier à l'aide d'un modèle à mélange de fréquences
with Ferrara, L., Marsilli, C., 2020
in Méthodes de prévision en finance, Economica
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