Thomas ChuffartMaître de Conférences

E-mail :thomas.chuffart@univ-fcomte.fr
Page :www.thomaschuffart.fr
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Responsabilité et domaine de recherche

Économétrie - Responsable 1ère année Licence Econonomie-Gestion - https://github.com/archuff

Publications

Selection criteria in regime switching conditional volatility models (2015), Econometrics 2015, 3, 289-316.
Auteur(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.
Auteur(s) : Chuffart Thomas, Péguin-Feissolle Anne, Flachaire Emmanuel

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
Auteur(s) : Chuffart Thomas