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.
Prior to joining IESEG, I was a Fulbright Scholar at the State University of New York, Binghamton in the U.S. I held visiting research positions at the Federal Reserve Bank of St. Louis, Erasmus University Rotterdam, Maastricht University and Columbia University, New York. I obtained my training in Data Science – Big Data Analytics and Machine Learning from MIT and Harvard, respectively, in 2019.
My research focuses on topics in Financial Econometrics, High-Frequency Data Analysis, Volatility Modeling and Tail Risk Measurement. My research has been published in Journal of Econometrics, Journal of Banking and Finance, Journal of International Money and Finance and Economics Letters, among others.
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.