Vous tentez peut-être d’accéder à ce site à partir d’un navigateur sécurisé sur le serveur. Activez les scripts et rechargez la page.
FR
EN
BR
CN
Autres sites SKEMA
SKEMA Alumni
SKEMA Knowledge
SKEMA Think tank | Publika
A propos
Programmes & Schools
Faculté & Recherche
Executive Education
Soutenir SKEMA
A propos de SKEMA
Histoire
Mission et Valeurs
Stratégie
Campus et implantations
Engagement
Entrepreneuriat
Gouvernance
Classements
Accréditations et reconnaissances
Travailler chez SKEMA
L'international
Partenaires académiques
Etudiants internationaux
Erasmus+
Relations entreprises
Recruter vos futurs talents
Evènements de recrutement
Partenariats entreprises
Analyses et publications entreprises
Taxe d’apprentissage
Vie étudiante et de campus
Accompagnement au financement
Santé étudiante
Espace marque & medias
Newsroom
Identité de marque
SKEMA Podcast
Sponsoring
Programmes Post-Bac
Bachelor
ESDHEM
Grande école & masters
Programme Grande Ecole
Masters of Science (MSc)
Mastère Spécialisé® (MS)
Executive Education
Executive Mastère Spécialisé® (EMS)
Diplôme Manager Stratégique et Opérationnel
Global Executive MBA (GEMBA)
Programmes certifiants
Programmes courts
Master Recherche/PhD/DBA
Master Research in Management and Innovation
PhD in Business Administration
Global DBA in Sustainability
Schools
SKEMA AI School for Business
SKEMA Design School for Business
SKEMA Law School for Business
SKEMA School of Geopolitics for Business
Summer schools
Faculté
Académies
Corps professoral
Recrutement de professeurs
Recherche
Centres de recherche
Publications
Observatoire de la féminisation
Executive Education
Executive Mastère Spécialisé® (EMS)
Diplôme Manager Stratégique et Opérationnel
Global Executive MBA (GEMBA)
Programmes certifiants
Programmes courts
Programmes online
Solutions sur mesure
Programmes sur mesure
Skema
>
Faculté et Recherche
>
professeur-info
RETOUR
FACULTÉ & RECHERCHE
MENU
Faculté
Académies
Corps professoral
Recherche
Centres de recherche
Publications
Observatoire SKEMA de la féminisation des entreprises
Professeurs et chercheurs
Contenu de la page
Retour aux résultats
Télécharger le CV
Veronika CZELLAR
Professeur
Académie :
Globalisation
Centre de recherche :
Finance & Accounting Insights on Risk and Regulation
Localisation :
PARIS
email :
veronika.czellar@skema.edu
Publications
Carrière
Articles académiques revus
CZELLAR, V., FRAZIER, D. et RENAULT, E. (2022). Approximate Maximum Likelihood for Complex Structural Models.
Journal of Econometrics
, 231(2), pp. 432-456.
ALPEROVYCH, Y., CUMMING, D., CZELLAR, V. et GROH, A.P. (2021). M&A rumors about unlisted firms.
Journal of Financial Economics
, 142(3), pp. 1324-1339.
MAO, X., CZELLAR, V., RUIZ, E. et VEIGA, H. (2020). Asymmetric Stochastic Volatility Models: Properties and Particle Filter-based Simulated Maximum Likelihood Estimation.
Econometrics and Statistics
, 13, pp. 84-105.
CALVET, L.E. et CZELLAR, V. (2015). Accurate Methods for Approximate Bayesian Computation Filtering.
Journal of Financial Econometrics
, 13(4), pp. 798-838.
CALVET, L.E., CZELLAR, V. et RONCHETTI, E. (2015). Robust Filtering.
Journal of the American Statistical Association
, 110(512), pp. 1591-1606.
CALVET, L.E. et CZELLAR, V. (2015). Through the looking glass: Indirect inference via simple equilibria.
Journal of Econometrics
, 185(2), pp. 343-358.
CZELLAR, V. et RONCHETTI, E. (2010). Accurate and Robust Tests for Indirect Inference.
Biometrika
, 97(3), pp. 621-630.
CZELLAR, V., KAROLYI, G.A. et RONCHETTI, E. (2007). Indirect Robust Estimation of the Short-term Interest Rate Process.
Journal of Empirical Finance
, 14(4), pp. 546-563.
Conférencier invité
CZELLAR, V. (2023). Multifractal Cryptocurrencies. Dans: Fifth International Workshop in Financial Econometrics. Santo Andre.
Présentations dans des conférences
CZELLAR, V. (2021). M&A Rumors about Unlisted Firms. Dans: SKEMA FAIRR Seminar. Paris.
CZELLAR, V. (2020). Limited Participation in the Joint Behavior of Asset Prices and Individual Consumptions. Dans: University of Luxembourg Finance seminar. Luxembourg.
CZELLAR, V. (2020). Private Capital Market M&A Rumors: Why They Are Hated. Dans: EDHEC Finance Seminar. Lille.
CZELLAR, V. (2019). Limited Participation in the Joint Behavior of Asset Prices and Individual Consumptions. Dans: Seminar CREST ENSAE. Paris.
CZELLAR, V. (2017). ABC filtering in State-space Models. Dans: Validating and Expanding Approximate Bayesian Computation Methods. Banff.
CZELLAR, V. (2017). Limited Participation in the Joint Behavior of Asset Prices and Individual Consumptions. Dans: 10th annual meeting of the Society for Financial Econometrics. New York.
CZELLAR, V. (2016). Limited Participation in the Joint Behavior of Asset Prices and Individual Consumptions. Dans: 10th International Conference on Computational and Financial Econometrics. Seville.
CZELLAR, V. (2016). Limited participation in the joint behavior of asset prices and individual consumptions. Dans: Toulouse School of Economics Financial Econometric Conference. Toulouse.
CZELLAR, V. (2016). Structural Dynamic Analysis of Systematic Risk. Dans: EDHEC Finance Seminar. London.
Présentations dans des séminaires de recherche
CZELLAR, V. (2023). Multifractal Cryptocurrencies. Dans: Finance Seminar, Rennes School of Business, Rennes. Rennes.
CZELLAR, V. (2023). Multifractal Cryptocurrencies. Dans: Finance Seminar, University of Luxembourg. Luxembourg.
CZELLAR, V. (2022). Multifractal Crypto-assets. Dans: ESSEC Asset Pricing Breakfast. Paris.
CZELLAR, V. (2022). Multifractal Crypto-assets. Dans: SKEMA Finance Seminar. Paris.
CZELLAR, V. (2021). Approximate Maximum Likelihood for Complex Structural Models. Dans: EDHEC Finance Seminar. Lille.
Formation
2006
Ph.D. in Econometrics and Statistics, University of Geneva, Suisse
2002
Master en économétrie, University of Geneva, Suisse
Expérience professionnelle
Positions académiques principales
Depuis 2021
Professor, SKEMA Business School, France
2015 - 2021
Professor, EDHEC Business School, France
2013 - 2015
Associate Professor, EM Lyon Business School, France
2007 - 2013
Assistant Professor, HEC Paris, France
Autres affiliations académiques
2006 - 2007
Postdoctoral Fellow with Teaching, University of Washington, Etats-Unis d'Amérique
Autres activités de recherche
Relecteur pour :
British Journal of Management
,
British Journal of Management
,
British Journal of Management
,
Journal of Business & Economic Statistics
,
Journal of Econometrics
,
Journal of Econometrics
,
Journal of Empirical Finance
,
Journal of the American Statistical Association
,
Journal of the American Statistical Association
,
Journal of Time Series Analysis
Postuler en tant que Professeur
Nous contacter
SKEMA Knowledge
SKEMA Think Tank | Publika
Pourquoi
choisir SKEMA ?
A la pointe des classements français et internationaux
VOIR LES CLASSEMENTS
Une business school globale
VOIR L'ACTUALITE SKEMA
Une large offre de formations
CHOISIR