Christian FRANCQ, University of Lille 3, ENSAE-CREST
Jean-Michel ZAKOIAN, University of Lille 3, CREST
Christian Francq is professor of Statistics at Lille University, France and member of ENSAE-CREST, Paris.
Jean-Michel Zakoian is director of the Finance-Insurance laboratory at CREST and professor of applied mathematics at Lille University and ENSAE.
Their main research interests include financial and time series econometrics. They are currently working on risk estimation in the framework of dynamic portfolios, and the modeling of bubbles by non-causal processes. They have both published various papers in leading statistical and econometric journals, including Econometrica, Econometric Theory, Journal of Econometrics and The Journal of the American Statistical Association.
Olivier SCAILLET, University of Geneva
Olivier Scaillet is professor of finance and statistics at the University of Geneva and has a senior chair at the Swiss Finance Institute. Professor Scaillet's research expertise is in the area of derivatives pricing, econometric theory and econometrics applied to finance and insurance. He has published several papers in leading journals in econometrics and finance (e.g., Econometrica and Journal of Finance), and co-authored a book on financial econometrics. He has been one of the winners of the bi-annual award for the best paper published in the Journal of Empirical Finance on the topic of quantitative risk management and of the Banque Privée Espirito Santo award prize on the topic of mutual fund performance. He is also associate editor of the Journal of Business and Economic Statistics of the American Statistical Association and associate editor of the journal Econometric Theory.
