Christian Francq - Member of CREST CREST This guy is not serious! Français Français

Professor in applied mathematics, ENSAE christian.francq@ensae.fr      and University of Lille    christian.francq@univ-lille3.fr  

Research Area : Financial Econometrics, Time series analysis, Statistics.

Teaching and link to the master Statistique et Finance

Publications since 2004 and complete CV

Profile pages on IDEAS ideas and EconPapers PePEc , Citations Profile on scholar

ANR project MultiRisk logo ANR (achieved ANR projects Econom&Risks and ORA PRAM )

Co-authors : Ali Ahmad, Abdelhakim Aknouche, Alessandra Amendola, Stéphane Auray, Alain Berlinet, Abdelouahab Bibi, Yacouba Boubacar Mainassara, Laurence Broze, Michel Carbon, Clément Cerovecki, Sophie Dabo-Niang, Serge Darolles, Pierre Duchesne, Antony Gautier, Ahmed El Ghini, Mohamed El Ghourabi, Siegfried Hörmann, Lajos Horvath, Maria Dolores Jiménez-Gamero, Sébastien Laurent, Guillaume Lepage, Gaëlle Le Fol, Simos Meintanis, Svetlana Makarova, Hamdi Raïssi, Michel Roussignol, Roch Roy, Genaro Sucarrat, Fedya Telmoudi, Le Quyen Thieu, Lanh Tat Tran, Olivier Wintenberger, Jean-Michel Zakoïan

Book on GARCH modeling : A book on GARCH (in French)    A book on GARCH (more complete than the French  version)