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Professor at Aix-Marseille Université, previously an Associate Professor in Econometrics at Maastricht University

Prof Sébastien Laurent

Aix-Marseille Universite

Professor at Aix-Marseille Université, previously an Associate Professor in Econometrics at Maastricht University. He is also a member of the OxMetrics development team and the main contributor of G@RCH, an OxMetrics module dedicated to the estimation and forecasting of time-series GARCH models and many of its extensions.

He has published articles in top field journals including Journal of Econometrics, Econometric Theory, Journal of Business & Economic Statistics and is associate editor of International Journal of Forecasting.

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