Position:

Professor of Econometrics

Address:

IAE Aix-en-provence, Chemin de la Quille Puyricard - CS 30063 13089 Aix en Provence Cedex 2 France

Other Affilation:

AMSE

E-mail:

Degrees:

MSc (1998) & PhD (2002) in Financial Econometrics, Maastricht University

Research Topics:

Financial Econometrics, Computational Econometrics

Handbook of Volatility Models and Their Applications

Luc Bauwens, Christian M. Hafner, Sebastien Laurent ISBN: 978-0-470-87251-2 Hardcover 568 pages May 2012