Neoma Business School and Dauphine University
Julien Fouquau is an associate professor at Neoma Business School and a Fellow researcher in Dauphine University (LEDa). His research focuses on applied econometrics (time series, panel data, nonlinear dynamics) in the field of macroeconomics, finance and energy. His recent work consists in modeling and forecasting the dynamic of various financial assets (long memory in stock market, nonlinearity in sovereign bond prices, forecasting electricity prices). He received his PhD in 2008 from Orleans University and his HDR (French qualification for PhD supervisor) in 2012 from Paris Dauphine University.
Articles by Julien Fouquau:
Derivatives and the Eurozone crisis
17 April 2014, 11714 reads