Welcome to my web page. I am an Associate Professor of Finance at the IESEG School of Management and an Affiliated Research Fellow of the National Center for Scientific Research (CNRS) in France. I received my PhD in Economics from University of Leuven (KU Leuven) and PhD in Finance from Louvain School of Management (Louvain Academy) in Belgium. My research focuses on topics in Financial Econometrics, High-Frequency Data Analysis, Volatility Modeling and Tail Risk Measurement.
Prior to my PhD studies and joining IESEG, I was a Fulbright Scholar at the State University of New York, Binghamton in the U.S. I graduated from Bogazici University with an MA degree in Economics and Finance, and from Kadir Has University with a BA in Economics (summa cum laude). I obtained my professional training in Data Science and Big Data Analytics from Massachusetts Institute of Technology (MIT) in 2019.
During my academic career, I held visiting research positions at various institutions, including the Federal Reserve Bank of St. Louis, Erasmus University Rotterdam, Maastricht University and Columbia University, New York. My research has been published in Journal of Econometrics, Journal of Banking and Finance, Journal of International Money and Finance and Economics Letters, among other peer-reviewed journals. I am an editorial board member of Econometrics that is published quarterly by MDPI.
Please click here to see my research profile and publications.
Feel free to contact me if you need further information and/or comments, suggestions and requests.