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Julien Royer

Julien Royer

ENSAE ParisTech

H-index: 1

Europe-France

About Julien Royer

Julien Royer, With an exceptional h-index of 1 and a recent h-index of 1 (since 2020), a distinguished researcher at ENSAE ParisTech, specializes in the field of Econometrics, Financial Econometrics, Time Series, Statistics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Empirical Asset Pricing with Score-Driven Conditional Betas

Improving the robustness of Markov-switching dynamic factor models with time-varying volatility

Conditional asymmetry in Power ARCH (∞) models

Infinite ARCH processes, dynamic betas, and financial applications

Julien Royer Information

University

Position

CREST

Citations(all)

8

Citations(since 2020)

8

Cited By

0

hIndex(all)

1

hIndex(since 2020)

1

i10Index(all)

0

i10Index(since 2020)

0

Email

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University Profile Page

ENSAE ParisTech

Google Scholar

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Julien Royer Skills & Research Interests

Econometrics

Financial Econometrics

Time Series

Statistics

Top articles of Julien Royer

Title

Journal

Author(s)

Publication Date

Empirical Asset Pricing with Score-Driven Conditional Betas

Journal of Financial Econometrics

Thomas Giroux

Julien Royer

Olivier David Zerbib

2024/4/24

Improving the robustness of Markov-switching dynamic factor models with time-varying volatility

Romain Aumond

Julien Royer

2024/3/8

Conditional asymmetry in Power ARCH (∞) models

Journal of Econometrics

Julien Royer

2023/5/1

Infinite ARCH processes, dynamic betas, and financial applications

Julien Royer

2022/12/9

See List of Professors in Julien Royer University(ENSAE ParisTech)