Christian Francq - Member of CREST

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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 Statistics, Finance and Actuarial Science

Publications since 2004 and complete CV

Profile pages on IDEAS and EconPapers , Citations Profile on Orcid number 0000-0003-1528-8652

ANR project MLforRisk (ANR-21-CE26-0007) (achieved ANR projects MultiRisk , Econom&Risks and ORA PRAM )

Co-authors : Ali Ahmad, Abdelhakim Aknouche, Alessandra Amendola, Stéphane Auray, Alain Berlinet, Abdelouahab Bibi, Francisco Blasques, 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 :