The 16th edition of the forum will take place in Paris on March 20-21, 2023, with a key focus on the theme of Finance & Society. We invite you to submit research papers electronically in PDF format
“FAIRE FACE AUX NOUVEAUX DÉFIS” – 34ème CIMEF
34ème Concours International des Mémoires de l’Économie et de la Finance – Deadline 31.12.2022
#COP27 ‘Cyclone Generation Algorithm for National Damage Assessment’
GSF Paper published in the Geoscientific Model Development Journal, co-authored by Peter Tankov, Théo Le Guenedal and Philippe Drobinski
Estimating dynamic systemic risk measures
CREST Working Papers Series No. 2022-11
by Loïc Cantin, Christian Francq and Jean-Michel Zakoïan
Inference on Multiplicative Component GARCH without any Small-Order Moment
CREST Working Papers Series No. 2022-09
by Christian Francq, Baye Matar Kandji and Jean-Michel Zakoian
Local Asymptotic Normality of General Conditionally Heteroskedastic and Score-Driven Time-Series Models
CREST Working Papers Series No. 2022-06
by Christian Francq and Jean-Michel Zakoïan
Iterated Function Systems driven by non independent sequences: structure and inference
CREST Working Papers Series No. 2022-03
Forecasting Financial Markets with Semantic Network Analysis in the COVID—19 Crisis
CREST Working Papers Series No. 2021-06
by Andrea Fronzetti Colladon, Stefano Grassi, Francesco Ravazollo and Francesco Violante