Welcome to my website.
I am a PhD student at CREST-ENSAE and at the LEO-University of Orléans (France).
Address: ENSAE ParisTech
Bureau 4110,
5 Avenue le Chatelier
91120 Palaiseau, France
Email: o.couperier[at]gmail.com
Thesis in Financial Econometrics co-supervised by:
Research Interests:
Financial econometrics, Volatility modeling, Backtesting, Risk measures, Banking regulation, Risk management, Asset allocation strategy.
University of Orléans
Address: Rue de Blois,
45067 Orléans,
France
Email: Christophe.Hurlin[at]univ-orleans.fr
ENSAE-CREST and University of Lille
Address: 5 Avenue Le Chatelier,
91120 Palaiseau,
France
Email: Christian.Francq[at]ensae.fr
ENSAE-CREST and University of Lille
Address: 5 Avenue Le Chatelier,
91120 Palaiseau,
France
Email: Jean-Michel.Zakoian[at]ensae.fr