Core Faculty
Prof. Christian Francq
Professor of Applied Mathematics
ENSAE Paris & University of Lille
01/Biography
Christian Francq is Professor of Applied Mathematics at ENSAE Paris and the University of Lille, and a member of CREST. His research covers financial econometrics, time series analysis and statistics, with a particular focus on GARCH and volatility modelling.
03/Modules taught
- ●Time Series Econometrics and Forecasting
04/Selected works
- Francq & Zakoïan — GARCH Models: Structure, Statistical Inference and Financial Applications (Wiley), second edition.
