Eric Jondeau
Professor
Finance
University of Lausanne
Switzerland
Biography
Eric Jondeau is Professor of Finance at the University of Lausanne and has been an SFI Faculty Member since 2006. Prof. Jondeau’s papers have been published in leading academic journals.
Research Interest
financial econometrics, asset and risk management, and pension funds
Publications
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N°16-13: Forecasting Financial Returns with a Structural Macroeconomic Model, E. Jondeau and M. Rockinger, 2016.
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Estimating the Price Impact of Trades in a High-Frequency Microstructure Model with Jumps, E. Jondeau, J. Lahaye, and M. Rockinger, Journal of Banking and Finance, forthcoming.
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Asymmetry in Tail Dependence in Equity Portfolios, E. Jondeau, Computational Statistics & Data Analysis, forthcoming. N°15-47: Average Skewness Matters!, E. Jondeau and Q. Zhang, 2015.
