Prof Christian Francq

ENSAE and University of Lille

Profile

Christian Francq is Professor of Applied Mathematics at ENSAE and University of Lille.

He is the author of GARCH Models: Structure, Statistical Inference and Financial Applications, and published in journals such as: Econometric Theory, Journal of Econometrics, Journal of Multivariate Analysis, Journal of the Royal Statistical Society, Journal of Time Series Analysis, Annals of Economics and Statistics, Journal of Financial Econometrics and many more.

Learn with Prof Christian Francq

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Time Series Econometrics and Forecasting
Prof Jean-Michel Zakoïan, Prof Christian Francq & Alain Hecq

The purpose of this core course is to provide students with an in-depth understanding of the fundamental concepts of time series econometrics and forecasting and with the practical skills to use econometric software to model and forecast economic time series and identify models with the best forecasting abilities. The module would build on the foundation of econometrics core course and prepare students for MSc and PhD research.

20 Credits