Marcellin Brou explaining ARCH method

On Thursday, March 9th, 2017, the African School of Economics welcomed Mr Marcellin Brou for its weekly academic seminar. Marcellin Brou is a visiting professor from the university Félix Houphouët-Boigny in Côte d’Ivoire, where he teaches Econometrics. The paper that he presented is about financial econometrics, the consistency of the pseudo-maximum likelihood estimation. At the beginning, he presented the tools and methods used in financial econometrics such as the ARCH method, and spoke about the assumptions made when using this method The presentation was very entertaining and garnered much interest from the dozens of students who attended.

 

Marcellin Brou explaining ARCH theory