Thomas ChuffartAssistant professor

E-mail :thomas.chuffart@univ-fcomte.fr
Page :www.thomaschuffart.fr
Download the CV (PDF)

Responsability and research domain

Econometrics

Publications

An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela (2019), Energy Economics, Volume 80, May 2019, Pages 904-916
Author(s) : Chuffart Thomas

Testing for misspecification in the short-run component of GARCH-type models (2018), Studies in Nonlinear Dynamics & Econometrics, Volume 22, Issue 5, 20170069, ISSN (Online) 1558-3708, DOI: https://doi.org/10.1515/snde-2017-0069.
Author(s) : Chuffart Thomas, Péguin-Feissolle Anne, Flachaire Emmanuel

Selection criteria in regime switching conditional volatility models (2015), Econometrics 2015, 3, 289-316.
Author(s) : Chuffart Thomas