For quants and financial professionals

  1. ‣Estimation of fat-tailed and skewed asset return distributions. Contact me if you would like that I teach this course in your institution

  2. ‣Quantitative financial risk. Contact me if you would like that I teach this course in your institution

  3. ‣Modeling and forecasting time series. Contact me if you would like that I teach this course in your institution


For scholars (currently taught)

  1. ‣2004-... Université libre de Bruxelles:

  2. •Applied Econometrics (Several Masters in Economics)

  3. •Graduate Econometrics I (Master in Quantitative Economics)

  4. •Quantitative Financial Risk (Several Masters in Economics)

  5. •Topics in Advanced Econometrics (ULB - ECOND516) (Master in Quantitative Economics & PhD level)

  6. •Econometric section of the Mathcamp (Master in Quantitative Economics)

  7. ‣2011 Cass Business School - London, UK

  8. •Applied Empirical Accounting (MSc in International Accounting and Finance)

  9. •Statistics for Finance (MSc in Finance)

  10. ‣2011 Duisenberg School of Finance - Amsterdam, The Netherlands

  11. •Financial Econometrics (LLM and MSc in Finance and Law, MSc in Corporate Finance and Banking)


For scholars (old)

  1. ‣2006-2011 Université Paris IX - Dauphine, Paris, France

           Financial Time Series Models (Master in Finance)

  1. ‣2009 City University (Department of Economics) - London, UK

  2. Financial econometrics (Master in Finance)

  3. ‣2009 Swiss Banking Institute - University of Zurich, Switzerland

  4. Simulation-based inference methods and their applications on fat-tailed and skewed asset returns distributions (Doctoral course)

  5. ‣2007-2009 Ecomod summer school

  6. Modeling and forecasting economic time series with Eviews

  7. ‣2007-2008 New Economic School, Moscow, Russia

  8. Empirical market microstructure (Master in Finance)

  9. ‣2003-2006 Paris I - Sorbonne, Paris, France

  10. Financial time series models (Master in Financial Markets)

  11. ‣2003-2004 Tilburg University, The Netherlands

  12. Econometric methods (Master in Economics)

  13. Empirical market microstructure (Doctoral course)

  14. ‣1998-1999 and 2000-2001 Université catholique de Louvain, Belgium

  15. Advanced econometrics (Teaching Assistant - Master in Economics)


Teaching evaluations (last available)

  1. ‣Applied Econometrics: A (very satisfied)

  2. ‣Quantitative Financial Risk: A (very satisfied)

  3. ‣Graduate econometrics I: A (very satisfied)

  4. ‣Modeling and forecasting economic time series with Eviews: 5 over 5


Theses supervision - completed

  1. ‣Dr. Cristina Conflitti - September 2012

          Current (or first) job: Economist at the Banca d’Italia, Rome, Italy

  1. ‣Dr. Charles Mathias* - September 2012

           Current (or first) job: JP Morgan & Chase, London, UK

  1. ‣Dr. Carlos Castro - January 2010

  2. Current (or first) job: Assistant Professor at the University del Rosario, Bogotá, Colombia

  3. ‣Dr. Laura Coroneo* - August 2009

  4. Current (or first) job: Lecturer at the University of Manchester, UK

  5. ‣Dr. Andrea Silvestrini* - June 2009

  6. Current (or first) job: Economist at the Banca d’Italia, Rome, Italy

  7. ‣Dr. Alex Petkovic* - February 2009

  8. Current (or first) job: Assistant Professor at Waseda University, Tokyo, Japan

  9. *: co-supervised


Theses supervision - in progress

  1. ‣Yves Domincy - Models and inference for multivariate stable distributions

  2. ‣Thiago de Oliveira - Essays in portfolio selection

  3. ‣Lorenzo Ricci - Essays in tail correlation

  4. ‣Harry-Paul Vander Elst - Matrix-valued dynamic factor models

  5. ‣Marco Geraci - Essays in systemic risk


Member of thesis committees

  1. ‣At the ULB: Dr. Maria Caterina Bramati (2005), Dr. Patrick Van Roy (2005), Dr. Oscar Bernal (2007), Dr. Delphine Cassart (2007), Dr. Antonello D’Agostino (2007), Dr. Hassane Njimi (2008), Dr. Hiroyuki Taniai (2009), Dr. David de Antonio Leido (2010), Dr. Francesca Monti (2011), Dr. Michele Mondugno (2011), Dr. Stephan Zeugner (2012).

  2. ‣Outside:

  3. •Dr. Pilar Soriano (University of Valencia, Spain, 2007)

  4. •Dr. Cecilia Frale (University Tor Vergata, Italy, 2008)

  5. •Dr. Maria Mansanet (University of Valencia, Spain, 2008)

  6. •Dr. Anna Naszodi (Central European University, Hungary, 2008)

  7. •Dr. Helina Laakonen (University of Helsinki, Finland, 2009)

  8. •Dr. Lars Jul Overby (University of Copenhagen, Denmark, 2010)

  9. •Dr. Josef Barunik (Charles University of Prague, Czech Republic, 2011)

  10. •Dr. Oscar Carnacho (University of Valencia, Spain, 2011)

  11. •Dr. Frederick Van Gysegem (University of Gent, 2012)

  12. •Dr. Javier Vidal García (University Complutense, Madrid, 2012)

  13. •Dr. Jonathan Cornelissen (Catholic University of Louvain (KUL), 2012)

Home       In short       Bio       Publications       Talks&Conf.       Courses&Theses       Miscella       Contact

Boring teaching

Less boring teaching