ESSEC Business School

Avenue Bernard Hirsch B.P. 50105

95021 Cergy-Pontoise Cedex FRANCE

Tel: (+33)134433647

Fax: (+33)134433212

• A Stable Estimator for the Information Matrix under EM (with Jin-Chuan Duan), 2009, Statistics and Computing, DOI 10.1007/s11222-009-9149-4 (WP version)
• Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises'' (with Jin-Chuan Duan), 2009, Journal of Econometrics, 150, 288-296 (WP version)
• A first look at the microstructure of CDS markets (with Laurence Lescourret), 2008 in Proceedings of the 1st International Financial Research Forum, edited by Monique Jeanblanc, Economica
• Maximum Likelihood'' (with Jin-Chuan Duan) 2004, Encyclopedia of Actuarial Science, 2004, eds. Jozef Teugels and Bjorn Sundt, Wiley, Volume 2, 1107-1115.

• Intra-daily variations in volatility and transaction costs in the credit default swap market, 2009 , (with Laurence Lescourret)
• How Frequently Does the Stock Price Jump? An Analysis of High-Frequency Data with Microstructure Noises, 2007, (with Jin-Chuan Duan)
• Feedback Effects of Rating Downgrades, 2006