Lille
Associate professor at IESEG School of Management:
http://www.ieseg.fr/enseignants-et-recherche/enseignant/?id=2443
Some research papers are available at:
https://www.researchgate.net/profile/Hayette_GATFAOUI
Research topics:
# Quantitative Finance: Risk management & modelling (copulas, cointegrating regressions, Multivariate analysis, extreme value, value-at-risk implementations), volatility modelling & high frequency data (financial econometrics=GARCH-type analysis, structural breaks)
# Portfolio performance & optimization
# Energy economics & finance
# Corporate governance: Ethics (Women on board vs stereotyping bias) & management efficiency
# Contagion: causality & dependence within & between markets
Mes compétences :
Statistics
Regulatory framework about financial stability
Quantitative Finance
Corporate Governance
Financial Economics
Portfolio Management
Mathematics
Econometrics
Univariate and multivariate analysis
Nonparametric Statistics
MATLAB
Eviews programming
SAS programming
Gauss programming
Stata programming
C
RATS programming
Pas de formation renseignée
