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Prof Sébastien Laurent

Prof Sébastien Laurent

Aix-Marseille Université

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Sébastien Laurent is a Professor at the IAE and also a member of AMSE (Greqam, France). Sébastien is an econometrician and was previously an Associate Professor in Econometrics at the Department of Quantitative Economics, Maastricht University. His research interests are financial econometrics and computational econometrics.

 

He is also a member of the OxMetrics development team and the main contributor of G@RCH, an OxMetrics module dedicated to the estimation and forecasting of time-series GARCH models and many of its extensions.