« Les seules choses impossibles sont celles que l’on ne désire pas vraiment. » Errico Malatesta

Maitre de Conférences à l’Université Paris-Nanterre (précédemment à l’Université de Franche-Comté)  

Associate Professor at Université Paris-Nanterre (former Université de Franche-Comté) and head of Master degree in Asset Management: https://sites.google.com/view/mastergda

Former Associate Professor at University of Franche-Comté.


Laboratoire EconomiX


PhD completed the 14th November 2016 with the highest grade.

Title: Model selection in conditional volatility and GARCH modeling

Supervisors: Anne PEGUIN-FEISSOLLE and Emmanuel FLACHAIRE


Fields of research:

Financial Econometrics, Markov Switching models

Multivariate GARCH models

Empirical studies, Carry trades, Sovereign Credit Default Swaps



Professional contact details:

Mail: thomas.chuffart(at)parisnanterre.fr

Web: www.thomaschuffart.fr

Orcid: https://orcid.org/0000-0003-4950-8182

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