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The School
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Presentation of ENSAE Paris
Academic networks
Labels and accreditation
Social responsibiliy
Careers and Alumni
Current job opportunities
Education
Education
Admission and registration
An outstanding faculty
Ingénieur ENSAE program
Double degrees
Civil Servant training ("Administrateurs Insee")
Advanced Masters
Research Masters and PhD tracks
Master Data and Economics for Public Policy
PhD
Student Entrepreneur
Executive education
Auditors
Research
Research
Research policy
Center for Research in Economics and Statistics (CREST)
Departements of education and research (IP Paris)
Interdisciplinary Centers (IP Paris)
Institute of Public Policies
Mathematical Foundation Jacques Hadamard
Polytechnique Insights Review
Secure Data Hub (CASD)
DataStorm, innovation through data
International
International
ENSAE Paris International strategy
International Partnerships
International Mobility
Come and study at ENSAE Paris
Erasmus+
Bienvenue en France Label
Business
Business
Become a partner of ENSAE Paris
Recruit ENSAE Graduates
Pay the apprenticeship tax
Train your employees
DataStorm, innovation through data
Make a donation to the ENSAE-ENSAI foundation
Student life
Student life
Being a student at ENSAE Paris
Library
Student associations
Student life on a dynamic campus
Access and contact
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Education
Christian FRANCQ
Christian FRANCQ
Courses
APM_5EM03_AE
GARCH and stochastic volatility models
Course Hours:
18
ECTS:
3
ECO_4EM07_AE
Linear Time Series (FR)
Course Hours:
18
ECTS:
3
APM_5FI20_AE
Risk measures
Course Hours:
12
ECTS:
2
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