Dr. Julien Royer

Julien is an affiliated researcher at the Centre for Research in Economics and Statistics (CREST) at Institut Polytechnique de Paris, and a Quantitative Researcher at Lombard Odier Investment Managers, where he works on multi-asset systematic strategies. His academic work centres on conditional volatility models, with a particular emphasis on dynamic factor models and the memory properties of financial time series.

• ●Time Series Econometrics and Forecasting

• Published in the Journal of Econometrics and the Journal of Financial Econometrics.