Cécile Kharoubi is Associate Dean for the MIM program & Associate Dean for Inclusion and Diversity. She is also professor in the finance department at ESCP Europe Paris campus. After graduating from Paris Dauphine and Sorbonne Universities, she obtained a Doctorate from Dauphine and ESSEC Business School in 2003. She joined ESCP Europe in September 2004 and created a financial market specialization.
Her research focuses on modelling and managing financial risks, and the hedge funds industry. She is the author of many articles on these topics.
In this paper, the authors focus on seven stock market indexes: two US, three European, one emerging and one Japanese. They select different pairs of markets and, with the help of wavelets, decompose these series at different timescales.