« Les seules choses impossibles sont celles que l’on ne désire pas vraiment. » Errico Malatesta

Maitre de Conférences à l’Université de Franche-Comté

Associate Professor at UBFC

CRESE – Centre de Recherche de Stratégies Économiques

 

PhD completed the 14th November 2016 with the highest grade.

Title: Model selection in conditional volatility and GARCH modeling

Supervisors: Anne PEGUIN-FEISSOLLE and Emmanuel FLACHAIRE

 

Fields of research:

Financial Econometrics, Markov Switching models

Long memory in conditional volatility

Empirical studies, Carry trades, Sovereign Credit Default Swaps

 

 


Professional contact details:

Mail: thomas.chuffart(at)univ-fcomte.fr

Web: www.thomaschuffart.fr

Orcid: https://orcid.org/0000-0003-4950-8182

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Personal contact details:

Mail: thomas.chuffart(at)riseup.net