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Publications

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Modeling and Forecasting Ccommodity Market Volatility with Long-term Economic and Financial Variables

2017

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Cojumps and asset allocation in international equity markets

allocation_in_international_equity_markets 2019

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Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets

cluster_formation_and_entropy_based_network_dynamics 2017

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Lecture

¾ÅÉ«ÊÓƵ Beaugrenelle (Paris) Campus

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¾ÅÉ«ÊÓƵ - Business School

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  • Paris St-Germain
    184, bd Saint-Germain
    75006 Paris
    +33(0)1 53 63 36 00
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    10/12 rue du Théâtre
    75015 Paris
    +33(0)1 40 79 64 40
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